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updated 2 years ago

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

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)


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

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