great job, but i not very understand with the imscan.m file code (first section, second section and third section). Is there any pdf file or source that can provide so that i can more understand about the coding? thanks.
Excellent resource for those of us who are new to Kalman filtering. Thank you! What if the state of my system is given by a vector rather than a scalar? Can Kalman filtering work in n dimensions? If I want to train the filter on one set of data and then apply it to another, how would I do that? What if my observations are a sum of two or more signals, plus noise? How do I "tell" the Kalman filter which of the signals I want it to estimate?