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State Space Models 1.0.1

Company: ssmodels.sourceforge.net
Date Added: October 23, 2012  |  Visits: 243

State Space Models

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A MATLAB toolbox for time series analysis using state space models. Supports fully interactive model construction with MATLAB objects and efficient Kalman filter backend implemented in c.

Requirements: No special requirements
Release Date: October 23, 2012
Platforms: Windows, Mac, Linux
Users rating: 0/10

License: Freeware Size: 400.9 KB
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The state space model is nonlinear and is input to the function along with the current measurement.It performs the extended Kalman filter and returns the estimated next state and error covariance.
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