Kalman Filter - computation of system parameters

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Ilaria Strazzulla
Ilaria Strazzulla on 8 Mar 2012
Hi, can you tell me what matlab function can compute the parameters A(k), B(k), C(k), D(k) of a system: x(k+1) = A(k)x(k) + B(k)u(k) y(k) = C(k)x(k) + D(k)u(k)

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