Kalman filter package in matlab

The following Matlab project contains the source code and Matlab examples used for kalman filter package. This package implements the following Kalman filters: 1) Standard Kalman Filter 2) Extended Kalman Filter 3) Dual Kalman Filter 4) Square Root Kalman Filter This package also contains instructive examples for each filter type demonstrating their practical application.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
EWMACovEst.m 956
StandardCovEst.m 1091
ExtendedKalmanFilterDemo.m 4570
KalmanFilterIteration.m 711
KF_Demo1.m 4001
KF_Demo2.m 5524
kf_screenshot.png 176999
myPInv.m 1339
mySVD.m 9994
myUD.m 2002
myUnitTriSysSol.m 1614
EWMA.m 351
UWMA.m 268
README.txt 224
bierman.m 1722
KalmanGainCalc.m 1217
thornton.m 2975
SquareRootARKalmanFilter.m 13435
SquareRootKalmanFilter.m 8034
StandardARKalmanFilter.m 10514
StandardKalmanFilter.m 6746
license.txt 1311