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KalmanFilter

于 2007-07-27 发布文件大小:119KB

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下载积分: 1 下载次数: 19

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代码说明：

KalmanFilter 递归程序，非常经典(KalmanFilter recursive procedures, very classic)

文件列表：

Kalman滤波
..........\Kalman
..........\......\AR_to_SS.m
..........\......\convert_to_lagged_form.m
..........\......\ensure_AR.m
..........\......\eval_AR_perf.m
..........\......\kalman_filter.m
..........\......\kalman_forward_backward.m
..........\......\kalman_smoother.m
..........\......\kalman_update.m
..........\......\learning_demo.m
..........\......\learn_AR.m
..........\......\learn_AR_diagonal.m
..........\......\learn_kalman.m
..........\......\README.txt
..........\......\README.txt~
..........\......\sample_lds.m
..........\......\smooth_update.m
..........\......\SS_to_AR.m
..........\......\tracking_demo.m
..........\kalman_intro.pdf

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