# Matlab code for the Kalman filter

## Matlab code for the Kalman filter Summary

**Language:**
Matlab

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

**License:**
BSD - BSD License

**Databases:**
N/A

**Downloads:**
2437

**Last update:**
July 20, 2009

## Matlab code for the Kalman filter Description

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

## Matlab code for the Kalman filter Keywords

## Matlab code for the Kalman filter Script Download Notice

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