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Matlab code of the Kalman filter Script 1.1

  Date Added: May 17, 2013  |  Visits: 342

Matlab code of the Kalman filter Script

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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: No special requirements
Platforms: Matlab
Keyword: Compute Covariance Filter Forward Kalman Linear Matlab Code Of The Kalman Filter Script 1 1 Matrix Model Stationary
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License: Freeware Size: 10 KB
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