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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.

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

Required Products MATLAB
MATLAB release MATLAB 7.10 (R2010a)
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