C Language Implementation of Kalman Filter Algorithm in Combination Navigation

The core code of this part is mainly to realize the core algorithm of integrated navigation, that is, Kalman filter, which kfinitindicates the parameter initialization of Kalman filter, estmindicates the creation of continuous state transition matrix, kftmindicates the creation of discrete time state transition matrix, and kfupdateindicates the time update and measurement update of Kalman filter Part, which includes Sage-Husa adaptive filtering, robust Kalman filtering, etc.

/*------------------------------------------------------------------------------
* kalman	: RTKLC compute Kalman filter related parameters functions
*          Including kalamn parameters initializa function and kalman parameters update function
*			and kalman parameters feedback function
*
*          Copyright (C) 2022-2023 by xxx, All rights reserved.
* version : 1.3
* history : 2022/08/30 1.0  kalman ver.1.0.0
*			2022/10/10 1.1  kalman ver.1.1.0
*			2022/11/30 1.2  kalman ver.1.2.0
*			2022/12/07 1.3  kalman ver.1.3.0
-----------------------------------------------------------------------------*/

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Origin blog.csdn.net/absll/article/details/131331246
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