这是一个利用卡尔曼滤波算法进行系统辨识的MATLAB程序。
资源文件列表
Kalman/AR_to_SS.m , 1107
Kalman/convert_to_lagged_form.m , 425
Kalman/ensure_AR.m , 354
Kalman/eval_AR_perf.m , 1045
Kalman/kalman_filter.m , 2899
Kalman/kalman_forward_backward.m , 2392
Kalman/kalman_smoother.m , 1584
Kalman/kalman_update.m , 1840
Kalman/learning_demo.m , 1022
Kalman/learn_AR.m , 819
Kalman/learn_AR_diagonal.m , 687
Kalman/learn_kalman.m , 5498
Kalman/README.txt , 485
Kalman/README.txt~ , 535
Kalman/sample_lds.m , 1797
Kalman/smooth_update.m , 1199
Kalman/SS_to_AR.m , 579
Kalman/tracking_demo.m , 1960