Matlab code for the Kalman filter 1.0

Date Added: May 10, 2013 | Visits: 850

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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

Requirements: No special requirements

Platforms: Windows, Mac, *nix, Mac OSX, Linux, Matlab , BSD Solaris

Keyword: Covariance Matrix, Filter, Gain Calculation, Kalman, Kalman Filter, Matrix

Users rating: 0/10

License: Freeware

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