Matlab code for the Kalman filter

License: Freeware
Date Added: 02 February, 2013
Category: Scripts / Scientific & Engineering
Author: mathworks.com

It will compute the Kalman gain and the stationary covariance matrix using a Kalman filter with a linear forward looking model.


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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


Operating Systems:  Matlab, Windows, Linux, BSD, Solaris, Mac OS


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