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卡尔曼滤波 | 殉道者之花火

https://wcjb.github.io/post/KalmanFilter/

概述
  卡尔曼滤波(Kalman filter)是一种高效率的递归滤波器(自回归滤波器),它能够从一系列的不完全及包含杂讯的测量中,估计动态系统的状态。卡尔曼滤波会根据各测量量在不同时间下的值,考虑各时间下的联合分布,再产生对未知变数的估...

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