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UD Factorization & Kalman Filtering

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UD Factorization & Kalman Filtering

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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

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