Matlab code for a decentralized Kalman filter as presented by: B.S. Rao, H.F. Durrant-Whyte,” Fully decentralised algorithm for multisensor Kalman filtering”

(Decentralized Fused Covariance Type Kalman Filter)

数字滤波，针对与每次采样后都要求数字滤波，而且采样频率高，所要求计算的指令周期少，返回分权得到的滤波结果。-Digital filtering, for each sample are required and the digital filter, and a high sampling frequency, calculate the required instruction cycle less decentralized filtering result obtained in retu