Kalman Filter and Linear Dynamic System
This package contains Kalman filter, Kalman smoother and EM algorithm for fitting parameters of Linear Dynamic System.
This package is now a part of the PRML toolbox (http://www.mathworks.com/matlabcentral/fileexchange/55826-pattern-recognition-and-machine-learning-toolbox).
Cite As
Mo Chen (2024). Kalman Filter and Linear Dynamic System (https://www.mathworks.com/matlabcentral/fileexchange/55867-kalman-filter-and-linear-dynamic-system), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform Compatibility
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- Signal Processing > Signal Processing Toolbox > Digital and Analog Filters > Digital Filter Design > Adaptive Filters >
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Acknowledgements
Inspired by: Pattern Recognition and Machine Learning Toolbox
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