Kalman filter
Version 1.0.3 (842 Bytes) by
Vineel Kumar Veludandi
an example of a scalar Kalman filter
References:
See Chapter 13 in the book " Statistical Signal Processing: Estimation theory" by S M Kay
Cite As
Vineel Kumar Veludandi (2026). Kalman filter (https://github.com/vineel49/kalman_filter), GitHub. Retrieved .
MATLAB Release Compatibility
Created with
R2020a
Compatible with any release
Platform Compatibility
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