采用偏最小二乘法，各种kalman滤波器的设计，基于负熵最大的独立分量分析。

一个很经典的卡尔曼滤波算法的MATLAB实现，有预测，有平滑

3、卡尔曼滤波一步递推法模型

本书从数学的角度对随机信号进行了详尽描述；对卡拉曼滤波及其在INS、GPS中的应用进行了阐述

扩展卡尔曼算法c++代码

卡尔曼滤波的单目标跟踪代码Python版，视频中逐帧处理。

Tracking an unknown number of targets given noisy measurements from multiple sensors is critical to autonomous driving. Rao- Blackwellized particle ltering is well suited to this problem. Monte Carlo sampling is used to determine whether measurements are valid, and if so, which targets they originate from. This breaks the problem into single target tracking sub-problems that are solved in closed form (e.g. with Kalman ltering). We compare the performance of a traditional Kalman lter with that of a recurrent neural network for single target tracking. We show that LSTMs outperform Kalman ltering for single target prediction by 2x. We also present a unique model for training two dependent LSTMs to output a Gaussian distribution for a single target prediction to be used as input to multi-target tracking. We evaluate the end to end performance of an LSTM and a Kalman lter for simultaneous multiple target tracking. In the end to end pipeline, LSTMs do not provide a signicant improvement.

这段代码以matlab为平台编写的，介绍了Kalman滤波在温度测量中的应用。通过这个实例应用，你能很好的掌握Kalman的基本知识，加深对Kalman滤波的认识。每段代码都配有解释说明，方便大家的理解。大家可以在此代码的基础上进行改编，或参考此代码编写自己的应用实例。

Kalman滤波理论及其在导航系统中的应用.pdfKalman滤波理论及其在导航系统中的应用.pdf

详细的介绍了自适应kalman 滤波器，很实用