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Hierarchical Kalman Filter for clinical time series prediction

by

Shuang Wang (view profile)

 

It is an implementation of hierarchical (a.k.a. multi-scale) Kalman filter using belief propagation.

multiScale_KalmanFilter.zip
license.txt
multiScale_KalmanFilter/abstractsubformat-BME2012.pdf
multiScale_KalmanFilter/Demo_KalmanFilter_BP_multiScale.m
multiScale_KalmanFilter/EMConvergence.m
multiScale_KalmanFilter/EMForMultiScaleKalmanFilter.m
multiScale_KalmanFilter/eyeInf.m
multiScale_KalmanFilter/GaussianDivision.m
multiScale_KalmanFilter/GaussianMultiply.m
multiScale_KalmanFilter/gaussian_prob.m
multiScale_KalmanFilter/getCurrentZID.m
multiScale_KalmanFilter/initializeMessage.m
multiScale_KalmanFilter/inv_s.m
multiScale_KalmanFilter/kalmanFilter_MultiScale.m
multiScale_KalmanFilter/kalmanSmoother_MultiScale.m
multiScale_KalmanFilter/linspaceInt.m
multiScale_KalmanFilter/timeSeriesDataGeneration.m
multiScale_KalmanFilter/updateMSGInLevel2.m
multiScale_KalmanFilter/updateMSGToLevel2Backward.m

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