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Implementations of Kalman Filter using both message passing algorithm and standard matrix operations
- GaussianMultiply(G1, G2) Gaussian Multiplication.
- eyeInf(len) generate eye inf.
- initializeMessage(T, mu_0, V_... initialize message for BP based kalman filter.
- inv_s(A, iA) this is safe inv, which can handle inverse of inf matrix
- Demo_KalmanFilter.m
- Demo_KalmanFilter_BP.m
- View all files
Implementations of Kalman Filter using both message passing algorithm and standard matrix operations
28 Dec 2012 This is a demo of using message passing algorithm (belief propagation) to implement Kalman Filter. |
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