Kalman Filter and Linear Dynamic System

Kalman Filter and Linear Dynamic System for time series modeling

Version 1.0.0 (6.32 KB)
2K Downloads
(4)
30 Nov 2018
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Cite As

Mo Chen (2026). Kalman Filter and Linear Dynamic System (https://www.mathworks.com/matlabcentral/fileexchange/55867-kalman-filter-and-linear-dynamic-system), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired by: Pattern Recognition and Machine Learning Toolbox

Categories

Find more on Adaptive Filters in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

Fix EM algorithm and add subspace method for learning LDS
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1.0.0-0

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