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

This is a demo of using message passing algorithm (belief propagation) to implement Kalman Filter.
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Updated 28 Dec 2012

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

Cite As

Shuang Wang (2024). Implementations of Kalman Filter using both message passing algorithm and standard matrix operations (https://www.mathworks.com/matlabcentral/fileexchange/39661-implementations-of-kalman-filter-using-both-message-passing-algorithm-and-standard-matrix-operations), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.0.0