Ud factorization & kalman filtering in matlab

The following Matlab project contains the source code and Matlab examples used for ud factorization & kalman filtering. Description: To enhance the efficiency and accuracy of Kalman filter computations, in particular the time and measurement updates, UD factorization is employed.

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
compmex.m 924
kmfmu.m 654
kmftu.m 764
kmldl.m 3982
kmsldl.c 6964
kmsldl.m 2575
kmsudu.c 6946
kmsudu.m 2574
kmudu.m 3998
ktldl.c 6367
ktldl.m 3191
ktudu.c 6579
ktudu.m 3126
ld2ld.c 1687
ld2ld.m 543
ld2lt.m 334
ld2sym.c 2484
ld2sym.m 721
ldinv.c 3650
ldinv.m 1591
ldladd.c 5376
ldladd.m 2378
ldlex.m 3855
ldt2sym.c 2605
ldt2sym.m 808
license.txt 1323
lt2ld.m 333
lt2sym.c 2133
lt2sym.m 616
ltinv.c 3421
ltinv.m 1550
ltt2sym.c 1977
ltt2sym.m 702
mexudu.m 342
modifications.txt 2701
psdr.m 680
readme.m 3783
sym2ld.c 4209
sym2ld.m 1978
sym2ldv.c 3711
sym2ldv.m 2040
sym2lt.c 4236
sym2lt.m 1846
sym2ud.c 4124
sym2ud.m 1966
sym2udv.c 3709
sym2udv.m 2014
sym2ut.c 4215
sym2ut.m 1797
ud2sym.c 2474
ud2sym.m 716
ud2ud.c 1681
ud2ud.m 547
ud2ut.m 334
udinv.c 3644
udinv.m 1566
udt2sym.c 2593
udt2sym.m 806
uduadd.c 5326
uduadd.m 2366
uduex.m 3771
ut2sym.c 2128
ut2sym.m 614
ut2ud.m 332
utinv.c 3461
utinv.m 1540
utt2sym.c 2015
utt2sym.m 702

SocialTags: