Kalman filter

Kalman Filter是一种信息融合的过程，它不是滤波器。它的应用范围广泛，特别是在机器人、导航系统、控制系统等领域。Kalman Filter的基本原理是通过使用系统的数学模型和传感器测量值，来估计系统的状态，并进行预测和校正。具体来说，Kalman Filter通过将过去的状态估计与当前的传感器测量值进行加权融合，来得到对系统状态的最优估计。然后，这个估计结果又可以作为下一次预测的初始条件，从而实现对系统状态的连续跟踪和校正。Kalman Filter的算法涉及到一些复杂的数学公式和推导，但是可以通过一些简单的例子和实际的应用来更好地理解它的原理和作用。<span class="em">1</span><span class="em">2</span><span class="em">3</span>
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