Random Field Simulation by Paul Constantine

Generate multivariate conditional random fields given a mesh and covariance information. (gaussian process, conditional random fi..., kriging)

correlation_fun(corr,mesh1,mesh2,spthresh,matvec,x)

randomfield(corr,mesh,varargin)

Learning the Kalman Filter in Simulink v2.1 by Yi Cao

A Simulink model to learn the Kalman filter for Gassian processes. (kalman filter, filter design, gaussian process)

Learning the Kalman Filter in Simulink Examples

kalmanfilte_r14r

Learning the Kalman Filter: A Feedback Perspective by Yi Cao

A feedback view of Kalman filter to gain more useful insights. (filter design, filter analysis, kalman filter)

Learning the Kalman Filter: a Feedback Perspective

KFgain

KalmanLTI