3.0

3.0 | 2 ratings Rate this file 46 Downloads (last 30 days) File Size: 4.94 KB File ID: #33850
image thumbnail

Dual Extended Kalman Filter (DEKF)

by

 

This package implements Dual Extended Kalman Filter for time-varying MVAR parameter estimation.

| Watch this File

File Information
Description

The package implements Dual Extended Kalman Filter function for the application of time-varying MVAR parameter estimation. It also includes a sample script which shows the usage of the function on a simulated MVAR model with time-varying parameters.

To see an application of DEKF for EEG signal processing, please refer to our study:

A. Omidvarnia, M. Mesbah, M. S. Khlif et al., “Kalman filter-based time-varying cortical connectivity analysis of newborn EEG” in Int. Conf. IEEE Engineering in Medicine and Biology Society (EMBC2011), Boston, US, 2011, pp. 1423-1426

Required Products MATLAB
MATLAB release MATLAB 7.5 (R2007b)
Tags for This File   Please login to tag files.
Please login to add a comment or rating.
Comments and Ratings (2)
11 Jun 2013 SaiNave  
06 May 2012 abbas marvian  

Contact us