扩展卡尔曼滤波+卡尔曼滤波

扩展卡尔曼滤波详细推导:
http://wenku.baidu.com/link?url=M4SU1ysz7q-9uZFfrdv_pkdcE1siXViqm9OCJj3PgL6PeedjUr1q9cgEKdi8iG0wDLDbRfXs-Vizmy5eGzc-FFV13ZlzQeZhyQeKhkFBkn_

扩展卡尔曼滤波原理:
http://blog.csdn.net/baimafujinji/article/details/50570976

卡尔曼与扩展卡尔曼通俗解释:

http://www.cnblogs.com/ymxiansen/p/5368547.html

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