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Implementations of Kalman Filter using both message passing algorithm and standard matrix operations

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Implementations of Kalman Filter using both message passing algorithm and standard matrix operations

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This is a demo of using message passing algorithm (belief propagation) to implement Kalman Filter.

eyeInf(len)
%% generate eye inf.
% author: Shuang Wang
% email: shw070@ucsd.edu
% Division of Biomedical Informatics, University of California, San Diego.
function a = eyeInf(len)
    a = zeros(len);
    a(1:length(a)+1:numel(a)) = Inf;
end

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