Description: The Kalman Filter is an estimator for what is called the linear-quadratic problem, which is the problem of estimating the instantaneous "state".
To Search:
File list (Check if you may need any files):
CHAPTER2
CHAPTER2\expmdemo.m
CHAPTER4
CHAPTER4\demo1.m
CHAPTER4\demo2.m
CHAPTER4\exam43.m
CHAPTER4\exam44.m
CHAPTER4\NOISE_F.M
CHAPTER4\OBSUP.M
CHAPTER4\RTSvsKF.m
CHAPTER4\TIMEUP.M
CHAPTER5
CHAPTER5\exam53.m
CHAPTER5\exam53x.m
CHAPTER5\exam53y.m
CHAPTER6
CHAPTER6\BIERMAN.M
CHAPTER6\CARLSON.M
CHAPTER6\housetri.m
CHAPTER6\JOSEPH.M
CHAPTER6\JOSEPHB.M
CHAPTER6\JOSEPHDV.M
CHAPTER6\POTTER.M
CHAPTER6\rhodtenu.m
CHAPTER6\rhodtrpy.m
CHAPTER6\shootout.m
CHAPTER6\Thornton.m
CHAPTER6\UTCHOL.M
CHAPTER7
CHAPTER7\kfvsskf.m
Demos
Demos\demo2_01.m
Demos\demo2_02.m
Demos\demo2_03.m
Demos\demo2_04.m
Demos\demo2_05.m
Demos\dharmosc.m
Demos\psd.m
READ.ME
WhatsUp.doc