卡尔曼滤波的一些工具，matlab程序，需要自行提供原信号并匹配程序中的格式。-Some of the tools of the Kalman filter, matlab program, need to provide the original signal and match the format of the program.

Kalman滤波原理及源码(matlab)-Kalman filter toolbox written by Kevin Murphy, 1998. See http://www.ai.mit.edu/~murphyk/Software/kalman.html for details. Installation ------------ 1. Install KPMtools from http://www.ai.mit.edu/~murphyk/Software/K