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Matlab code for the Kalman filter 1.0

  Date Added: May 10, 2013  |  Visits: 475

Matlab code for the Kalman filter

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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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