UD Factorization & Kalman Filtering
Cite As
Gerard Van Willigenburg (2024). UD Factorization & Kalman Filtering (https://www.mathworks.com/matlabcentral/fileexchange/32537-ud-factorization-kalman-filtering), MATLAB Central File Exchange. Retrieved .
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Version | Published | Release Notes | |
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1.7.0.1 | The description now also mentions that example calls are in uduex.m and ldlex.m and that further information is found in the readme.m file. |
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1.7.0.0 | The internet link in the description has been updated. No changes to the files.
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1.6.0.0 | UDU is replaced with UD in the title and some desciptions, notably in the readme.m and modifications.txt file. The internet link to one reference is updated. |
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1.5.0.0 | kmudu and kmldl are updated to also produce a Kalman gain for vector updates.
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1.4.0.0 | LDL mirror images of each function are added.
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1.3.0.0 | The application to systems with time-varying state-dimension has been implemented.
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1.1.0.0 | In sym2ut.m the 3rd output argument inz has been added. In the readme.m file utinv is now correctly mentioned to compute the inverse of u. |
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1.0.0.0 |