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BILL XUE
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23 Aug 2012
UD Factorization & Kalman Filtering
UD and LD factorization of nonnegative matrices and associated Kalman filter implementations.
Author:
Gerard Van Willigenburg
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basic kalman filter
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12 Oct 2005
Learning the Kalman Filter
Basic Kalman filter, heavily commented, for beginners to Kalman filtering.
Author:
Michael Kleder
basic kalman filter
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kalman filter
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discrete filter
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linear
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imtransform
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filter analysis
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