卡尔曼滤波-kalman filter

首先，引入 'Understanding the Basis of the Kalman Filter... '  中的一句话： The information from the predictions and measurements are combined to provide the best possible estimate of the location of the train.即estimate = the combine of prediction and measurement.

然后是我的简单笔记，帮助理解理论推导：

提到的博客地址：

http://blog.csdn.net/heyijia0327/article/details/17487467