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Maria Perdomo

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20 Jan 2014 ReadLeCroyBinaryWaveform.m Reads LeCroy binary waveforms, modified existing file to support sequence acquisition. Author: Jean-Daniel DeschĂȘnes

13 Feb 2013 Learning the Extended Kalman Filter An implementation of Extended Kalman Filter for nonlinear state estimation. Author: Yi Cao

Hi,

Just one question:

why is the nonlinear update at line 51 done with out a numerical integration but just making the new x_k=f(x_k-1)?

21 Jun 2012 Learning the Extended Kalman Filter An implementation of Extended Kalman Filter for nonlinear state estimation. Author: Yi Cao

f is the nonlinear differential ecuation to be integrated, thats why the @ so that the ekf funtion can call it, an withing the ekf solve this ecuation to get the first estimation, the h is the measurement equation, also as handle function (@) so that it can be called by the ekf to calculate the kalman gain.

19 Feb 2011 Learning the Extended Kalman Filter An implementation of Extended Kalman Filter for nonlinear state estimation. Author: Yi Cao

Hi, Is it possible to use your code for parameter identfication?

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