kalman
所属分类:数学计算
开发工具:matlab
文件大小:7KB
下载次数:11
上传日期:2008-03-21 11:43:20
上 传 者:
niecqu
说明: runs Kalman-Bucy filter over observations matrix Z
for 1-step prediction onto matrix X (X can = Z)
with model order p
V = initial covariance of observation sequence noise
returns model parameter estimation sequence A,
sequence of predicted outcomes y_pred
and error matrix Ey (reshaped) for y and Ea for a
along with inovation prob P = P(y_t | D_t-1) = evidence
文件列表:
kalman\gaussres.m (954, 1997-05-03)
kalman\kf.m (2204, 1998-08-26)
kalman\kfdemo.m (2019, 1998-02-07)
kalman\kfdemo.mat (4875, 1998-02-07)
kalman\normalis.m (292, 1997-05-03)
kalman\read_me.txt (466, 1998-02-08)
kalman\waitbar.m (1974, 1997-12-13)
kalman (0, 2008-03-21)
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