Thanks Yi. Can I use the code to minimize the error in the estimated data? I have one estimated data (let's call observation), and another observed data (let's say true). I want to use kalman to update observed values toward true ones.
Great piece of code - just what I needed! However, I was wondering if there is anyway to set the colors? i.e. like how you can set a colorbar limits in other matlab plotting tools. I can't seem to find a way.
I have one large density peak which sets the colorbar so high nothing else really shows up...