Linear kalman filter in matlab

The following Matlab project contains the source code and Matlab examples used for linear kalman filter. This script implements the linear Kalman filter and shows its performance on a 2nd order under-damped LTI system.

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
license.txt 1323
LinearKalmanFilter.m 3901