Description: function Colored(flag, corr)
Kalman filter simulation with colored (time correlated) measurement noise.
INPUTS:
flag = 0 means ignore the time correlation of the measurement noise
1 means augment the system state
2 means use the Bryson/Henrikson approach
corr = magnitude of measurement noise correlation <= 1
File list (Check if you may need any files):
matlab
......\Colored.m
__MACOSX
........\matlab
........\......\._Colored.m
matlab\Correlated.m
__MACOSX\matlab\._Correlated.m
matlab\Covariance.m
__MACOSX\matlab\._Covariance.m
matlab\ExtendedBody.m
__MACOSX\matlab\._ExtendedBody.m
matlab\FixLagSmooth.m
__MACOSX\matlab\._FixLagSmooth.m
matlab\FixPtSmooth.m
__MACOSX\matlab\._FixPtSmooth.m
matlab\Hinfinity.m
__MACOSX\matlab\._Hinfinity.m
matlab\HinfTF.m
__MACOSX\matlab\._HinfTF.m
matlab\HybridBody.m
__MACOSX\matlab\._HybridBody.m
matlab\KalmanConstrained.m
__MACOSX\matlab\._KalmanConstrained.m
matlab\kftool_matlab.zip
__MACOSX\matlab\._kftool_matlab.zip
matlab\Mismodel.m
__MACOSX\matlab\._Mismodel.m
matlab\MotorKalman.m
__MACOSX\matlab\._MotorKalman.m
matlab\MotorSim.m
__MACOSX\matlab\._MotorSim.m
matlab\Multiple.m
__MACOSX\matlab\._Multiple.m
matlab\Parameter.m
__MACOSX\matlab\._Parameter.m
matlab\Reduced.m
__MACOSX\matlab\._Reduced.m
matlab\Robust.m
__MACOSX\matlab\._Robust.m
matlab\Schmidt.m
__MACOSX\matlab\._Schmidt.m
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