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Extended Kalman Filter

Matlab

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... 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 ...

Matlab code for the Kalman filter

Matlab

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It will compute the Kalman gain and the stationary covariance matrix using a Kalman filter with a linear forward looking model. Requirements: · MATLAB 7 or higher ...

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