How to forecast time series data using Kalman filtering technique on matlab?

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Ashok Chakravarthi Pamidi
评论： Sinan Islam 2021-5-1
I am trying to implement Kalman filter to forecast a set of time series data. If you know the tool box or any soucre of code please mention that here.
Thank you!

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回答（1 个）

Pratyush Roy
Pratyush Roy 2021-2-8
Hi Ashok,
The link here mght be helpful.
You can also go through the documentation for Kalman Filter. Link is given below:
https://www.mathworks.com/help/control/ug/kalman-filtering.html
Hope this helps!
Regards,
Pratyush

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