Unscented Kalman Filter Tutorial无迹卡尔曼滤波简介：Gabriel A. Terejanu Department of Computer Science and Engineering, University at Buffalo

Improved Adaptive Kalman Filter With Unknown Process Noise Covariance

data linear filtering problem [Kalman60]. Since that time, due in large part to advances in digital computing, the Kalman filter has been the subject of extensive research and application, particularly in the area of autonomous or assisted navigation. A very “friendly” introduction to the general idea of the Kalman filter can be found in Chapter 1 of [Maybeck79], while a more complete introductory discussion can be found in [Sorenson70], which also contains some interesting historical narrative. More extensive references include [Gelb74; Grewal93; Maybeck79; Lewis86; Brown92; Jacobs93].

压缩包里头包括一些卡尔曼滤波器的原理解释、流程图以及10余种滤波方法，同时也有利用simulink搭建的kalman filter模块，只需要接上所需要滤波的信号波形即可，很方面使用

《卡尔曼滤波理论与实践matlab版》(kalman filtering theory and practice using matlab)的笔记课后习题答案详解, 是第二版的书，但是第三版和第四版习题差不都，少数章节题目有合并增减

Kalman Filtering - Theory and Practice Using MATLAB第四版，有完整的目录书签

数据同化的经典算法，集合卡尔曼滤波算法，用Matlab写的，里面附有一些参考文献，初学者适用