Implementations of Kalman Filter using both message passing algorithm and standard matrix operations by Shuang Wang

This is a demo of using message passing algorithm (belief propagation) to implement Kalman Filter. (kalman filter, belief propagation, message passing)

GaussianMultiply(G1, G2)

eyeInf(len)

initializeMessage(T, mu_0, V_0, d_x, y, B, V_W)