# Matlab code for the Kalman filter

## Matlab code for the Kalman filter Summary

Language: Matlab

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

Databases: N/A

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

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## Min Max filter

Matlab

It can eprform the following multidimensional array filtering: running filters in 1D and 2D, filters for image processing applications (erosion/dilatation), 3D and more.The MEX ... dimension in all configurations.   Requirements: · MATLAB 7.8 · MEX correctly setup ...

## A Proposal for the Resolution of Lyapunov Matrix

Matlab

These m-files allow us to get the solution of A'P PA=-Q, Lyapunov matrix equarion, by using BAck Deletion Method, or any method designeg for solving typical matrix equation of the kinf Ax=b.These m-files were developed and extensely used by author some years ago, when Matlab package did not offered the its lyap(A,C) function, ...

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Matlab

IPF allows one to find a matrix S, close to an input matrix T, but such that the row sums of S are R, and the column sums of S are C.Its useful in a range of tasks like traffic matrix problems, statistics for examining independence assumptions in contingency tables, etc. ...

## REPLICATE

Matlab

The script currently supports 2D & 3D arrays. Requirements: · MATLAB 7.5 or higher ...

## Sparse

Python

'sparse' is a matrix class based on a dictionary to store data using 2-element tuples (i,j) as keys (i is the row and j the column index). The common matrix operations such as 'dot' for the inner product, multiplication/division by a scalar, indexing/slicing, etc. are overloaded for convenience.When used in conjunction with the 'vector' class, ...