Abstract：A new fast Kalman filtering algorithm is illustrated in detail. For some filtering courses whose coefficients can not be caculated offline, this way offers high work speed and has certain accuracy, at the same time, it takes less resource. The idea is tested with simulated tracking data.
李彦鹏; 黎湘; 庄钊文. 一种快速Kalman滤波算法实现及效果评估[J]. 电子与信息学报, 2005, 27(1): 153-154 .
Li Yan-peng; Li Xiang; Zhuang Zhao-wen. A Fast Kalman Filtering Algorithm and Its Evaluation. , 2005, 27(1): 153-154 .
2005, Vol. 27 
