Code covered by the BSD License  

Highlights from
UD Factorization & Kalman Filtering

UD Factorization & Kalman Filtering

by

 

15 Aug 2011 (Updated )

UD and LD factorization of nonnegative matrices and associated Kalman filter implementations.

UDFactorization_KalmanFiltering.zip
compmex.m
kmfmu.m
kmftu.m
kmldl.m
kmsldl.c
kmsldl.m
kmsudu.c
kmsudu.m
kmudu.m
ktldl.c
ktldl.m
ktudu.c
ktudu.m
ld2ld.c
ld2ld.m
ld2lt.m
ld2sym.c
ld2sym.m
ldinv.c
ldinv.m
ldladd.c
ldladd.m
ldlex.m
ldt2sym.c
ldt2sym.m
license.txt
lt2ld.m
lt2sym.c
lt2sym.m
ltinv.c
ltinv.m
ltt2sym.c
ltt2sym.m
mexudu.m
modifications.txt
psdr.m
readme.m
sym2ld.c
sym2ld.m
sym2ldv.c
sym2ldv.m
sym2lt.c
sym2lt.m
sym2ud.c
sym2ud.m
sym2udv.c
sym2udv.m
sym2ut.c
sym2ut.m
ud2sym.c
ud2sym.m
ud2ud.c
ud2ud.m
ud2ut.m
udinv.c
udinv.m
udt2sym.c
udt2sym.m
uduadd.c
uduadd.m
uduex.m
ut2sym.c
ut2sym.m
ut2ud.m
utinv.c
utinv.m
utt2sym.c
utt2sym.m

Contact us