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Matlab code for the Kalman filter

20 Jun 2009

Implementation of Kalman Filter in Matlab and calculation of gain.

File Information
Description	Computes the Kalman gain and the stationary covariance matrix using the Kalman filter of a linear forward looking model.
MATLAB release	MATLAB 7 (R14)
Zip File Content
Other Files	KFILTER.M, license.txt

Tags for This File
Everyone's Tags	covariance(3), filter(2), kalman(2), linear model, matrix
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Tag Activity for this File
Tag	Applied By	Date/Time
kalman	Farhat Masood	22 Jun 2009 10:00:26
filter	Farhat Masood	22 Jun 2009 10:00:26
covariance	Farhat Masood	22 Jun 2009 10:00:26
matrix	Farhat Masood	22 Jun 2009 10:00:26
linear model	Farhat Masood	22 Jun 2009 10:00:26
covariance	yasmin begum	19 Sep 2009 03:37:23
filter	yasmin begum	19 Sep 2009 03:37:33
kalman	yasmin begum	19 Sep 2009 03:37:38
covariance	Breno Pinheiro	09 Nov 2009 08:19:20

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