程序十分簡潔易懂，而且使用效果不錯，分享

#ifndef _KALMAN_H_

#define _KALMAN_H_

externKalmanGain;//卡爾曼增益

externEstimateCovariance;//估計協(xié)方差

externMeasureCovariance;//測量協(xié)方差

externEstimateValue;//估計值

extern void KalmanFilterInit(void);

extern KalmanFilter( Measure);

#endif

#include "config.h"

#include "math.h"

KalmanGain;//卡爾曼增益

EstimateCovariance;//估計協(xié)方差

MeasureCovariance;//測量協(xié)方差

EstimateValue;//估計值

void KalmanFilterInit(void);

extern floatKalmanFilter(float Measure);

void KalmanFilterInit(void)

{

EstimateValue=0;

EstimateCovariance=0.1;

MeasureCovariance=0.02;

}

KalmanFilter( Measure)

{

//計算卡爾曼增益

KalmanGain=EstimateCovariance*sqrt(1/(EstimateCovariance*EstimateCovariance+MeasureCovariance*MeasureCovariance))；

//計算本次濾波估計值

EstimateValue=EstimateValue+KalmanGain*（Measure-EstimateValue）；

//更新估計協(xié)方差

EstimateCovariance=sqrt(1-KalmanGain)*EstimateCovariance;

//更新測量方差

MeasureCovariance=sqrt(1-KalmanGain)*MeasureCovariance;

//返回估計值

return EstimateValue;

}