Description: Object-based framework for performing Kalman filtering for discrete time systems or continuous-discrete hybrid systems. Includes code for the classical Kalman filter for linear systems, the extended Kalman filter (EKF), and the more recent unscented Kalman filter (UKF). Both linear and non-linear noise in the system and observation are permitted.
File list (Check if you may need any files):
KalMat
......\BaseContinuousSystemModel.m
......\BaseDiscreteSystemModel.m
......\BaseObserverModel.m
......\BaseSystemModel.m
......\BLUEFilter.m
......\demos
......\.....\DoubleWell.m
......\.....\HeatConduction.m
......\.....\Reentry.m
......\EKFContinuousSystemModel.m
......\EKFObserverModel.m
......\EKFSystemModel.m
......\ekfTransform.m
......\LinearContinuousSystemModel.m
......\LinearObserverModel.m
......\LinearSystemModel.m
......\sdchol.m
......\symmetricSigmaPoints.m
......\UnscentedContinuousSystemModel.m
......\UnscentedObserverModel.m
......\UnscentedSystemModel.m
......\unscentedTransform.m
license.txt
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