Kalman Filter and Linear Dynamic System
Kalman Filter and Linear Dynamic System for time series modeling
This package contains Kalman filter, Kalman smoother and EM algorithm for fitting parameters of Linear Dynamic System.
This package is now a part of the PRML toolbox (http://www.mathworks.com/matlabcentral/fileexchange/55826-pattern-recognition-and-machine-learning-toolbox).
引用格式
Mo Chen (2026). Kalman Filter and Linear Dynamic System (https://ww2.mathworks.cn/matlabcentral/fileexchange/55867-kalman-filter-and-linear-dynamic-system), MATLAB Central File Exchange. 检索时间: .
