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之前有关卡尔曼滤波的例子都比较简单,只能用于简单的理解卡尔曼滤波的基本步骤.现在让我们来看看卡尔曼滤波在实际中到底能做些什么吧.这里有一个使用卡尔曼滤波在窗口内跟踪鼠标移动的例子,原作者主页:http://home.wlu.edu/~levys/ 首先,第一步是选取状态变量,这里选择系统状态变量为x=[x, y]T ,即状态变量选为鼠标在窗口内的位置.通过鼠标事件响应的回调函数可以获得鼠标当前位置,即观测值z = [x, y]T.对于这一问题外界控制量u=0. 观测噪声和系统噪声的选择需要靠实验…
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