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Extended Kalman Filter

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Extended Kalman Filter

Extended Kalman Filter Summary

Language: Matlab

Platform: Windows / Linux / Mac OS / BSD / Solaris

License: BSD - BSD License

Databases: N/A

Downloads: 1490

Last update: July 28, 2009

Extended Kalman Filter Description

The state space model is nonlinear and is input to the function along with the current measurement.

It performs the extended Kalman filter and returns the estimated next state and error covariance.

Requirements:

· MATLAB 7.6 or higher

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