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updated 2 years ago

Kalman Filter Package by Brian Moore

Brian Moore

Implements Kalman Filter, Extended Kalman Filter, Dual Kalman Filter, and Square Root Kalman Filters (kalman filtering, adaptive filters, signal processing)

EWMA(z,L)

EWMACovEst(z,smoothed_z,i,N,Rold,Qold)

KalmanFilterIteration(z,Q,R,x_aposteriori_last,P_aposteri...

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