学位论文；运动物体跟踪方法主要包括卡尔曼滤波，Mean-shift，Camshifi算法，粒子滤波器，Snake模型等；应用卡尔曼滤波方法设计了一套煤矿矿工出入自动监测系统；提出了一种新的基于高斯混合模型的颜色特征提取方法，该方法克服了现有的Camshift算法Continuousl y Adaptive eanshift中跟踪目标特征提取精确度低和计算复杂度高的缺陷-Dissertation moving object tracking methods include Kalman filt

THIS PROGRAM IS FOR IMPLEMENTATION OF DISCRETE TIME PROCESS UNSCENTED KALMAN FILTER FOR GAUSSIAN AND LINEAR STOCHASTIC DIFFERENCE EQUATION.

kalman filter for state space model using Gaussian distribution

Linear Quadratic Gaussian (LQR) controller and Kalman Filter (KF) both are robust when acting separately, but this property is lost if using them together.