Matlab code for the Kalman filter

Category: Other - Tutorials & Articles

It will compute the Kalman gain and the stationary covariance matrix using a Kalman filter with a linear forward looking model. Requirements: MATLAB 7 or higher Date: 17 February, 2012


Kalman Filter - Gain Calculation - Covariance Matrix - Kalman - Filter - Matrix

Homepage: http://www.mathworks.com/

Developer: mathworks.com

License: Freeware

Operating System: All

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