Second generation Vold-Kalman Order Filtering by Maarten van der Seijs

Filtering of non-stationary periodic components from signals using a multi-order Vold-Kalman Filter. (vkf, kalman, signal processing)

vkf(y,fs,f,p,bw,multiorder)

APM2 Simulink Blockset by Robert Hartley

Simulink blockset for use with the ArduPilot Mega 2.0 hardware. Includes blocks to read external rad (wireless, apm2, ahrs)

arduino.runAvrDude(hexFile)

arduino_make_rtw_hook(hookMethod, modelName, ~, ~, ~, ~)

arduino_select_callback_handler(hDlg, hSrc)

Unscented Kalman Filter (UKF) modeling of FitzHugh-Nagumo dynamics by Henning Voss

Unscented Kalman Filter (UKF) applied to FitzHugh-Nagumo neuron dynamics. (unscented kalman filt..., fitzhughnagumo, estimation)

FitzHughNagumo()

Estimating a constant state using the Kalman Filter by Lazaros Moysis

Kalman Filter example for estimating a constant value (estimation, kalman, filter)

KalmanFilterExample.m

Kalman Filter in Matlab (Tutorial) by Farhat Masood

Learn how to Implement Kalman Filter in Matlab. (covariance, kalman, kalman filter)

(A*s1*C'+V12)/(V2+C*s1*C'); dd=max(max(abs(k1-k0))); ...

kalmanf(s)

Kalman Filter Example by Ismael Seanez

A Kalman Filter application for a tracking problem (filter, kalman, kalman filter)

filtre de kalman time varying Design by Chemsou Anis

to perform time-varying Kalman filtering, it is easy to implement the filter recursions in MATLAB. (noise, kalman, filter)

filtre_de_kalman_time_varying_Design.m

Linear Kalman Filter by Amir Omidvarnia

A fully commented script which explains Linear Kalman Filtering in the form of a simple example. (kalman, linear estimation, kalman filtering)

LinearKalmanFilter.m

Kalman equivalent lowpass filter by Francesco

Equivalent lowpass filter of the Kalman in steady-state (target tracking, lowpass filter, kalman)

Kalman_eq_filter.m

Kalman Filter Application two factor CIR by Nils Delava

Estimates the parameters of the two factor CIR model on the UK German, and US term structures. (kalman filter, finance, term structure)

MinimizeLLtwoCIR

sumll=LLtwoCIR(para,Y, tau, nrow, ncol)

Kalman Filter Application CIR by Nils Delava

Estimates the parameters of the CIR model on a generated term structure (finance, interest rates, term structure)

[Rt]=RateSimCIR(theta,kappa,sigma,lambda,dt,ratestart,month...

[para, sumll]=MinimizeLLRateSimCIR()

sumll=LLoneCIR(para,Y, tau, nrow, ncol)

Kalman Filter Application Vasicek by Nils Delava

Estimates the parameters of the Vasicek model on a generated term structure (finance, vasicek, kalman)

[Rt]=RateSimVASICEK(theta,kappa,sigma,lambda,dt,ratestart,m...

[]=MinimizeLLRateSimVASICEK()

sumll=LLoneVASICEK(para,Y, tau, nrow, ncol)

Kalman filter for noisy movies by Rob Campbell

Applies a Kalman filter to the time domain of an image sequence. (image processing, movie, filter)

exampleFilter

imageStack=Kalman_Stack_Filter(imageStack,gain,percentvar)

Nonlinear least square optimization through parameter estimation using the Unscented Kalman Filter by Yi Cao

A function using the unscented Kalman filter to perform nonlinear least square nonlinear optimizatio (kalman filter, kalman, optimization)

[x,e]=ukfopt(h,x,tol,P,Q,R)

2D Target tracking using Kalman filter by alireza KashaniPour

This Demo shows tracking target and prediction next position using kalman filter (2d target, target tracking, application)

[cc,cr,radius,flag]=extractball(Imwork,Imback,index)%,fig1,...

detect.m

kalman.m

UNSCENTED KALMAN FILTER by rc reddy

An example of UNSCENTED KALMAN FILTER (ukf, ef, unscented)

MSMTUPDT(Xinew1,Xinew2,Xinew3,Yinew1,Yinew2,Yinew3,Xbark,Yb...

TMUPDT(Wmo,Wmi,Wmin,Wco,Wci,Wcin,Sg11,Sg12,Sg13,Sg21,Sg22,S...

sigmacal(mn1,CV1,mn2,Qo,mn3,Ro,lam);

EXTENDED KALMAN FILTER example by rc reddy

An example of EXTENDED KALMAN FILTER (example, ekf, dsp)

EKLMNFTR1(Ap,Xint_v,Uk,Qu,Vk,Qv,C,n,Wk,W,V);

EKF1.m

KALMAN FILTER by rc reddy

An example of KALMAN FILTER (example, kalman, filter)

KLMN(Ap,Xint_v,Uk,Qu,Vk,Qv,C,n);

kf11.m