Hierarchical kalman filter for clinical time series prediction in matlab

The following Matlab project contains the source code and Matlab examples used for hierarchical kalman filter for clinical time series prediction. It is an implementation of hierarchical (a.

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 1311
abstractsubformat-BME2012.pdf 314100
Demo_KalmanFilter_BP_multiScale.m 1828
EMConvergence.m 1489
EMForMultiScaleKalmanFilter.m 3859
eyeInf.m 88
GaussianDivision.m 593
GaussianMultiply.m 591
gaussian_prob.m 848
getCurrentZID.m 207
initializeMessage.m 8632
inv_s.m 421
kalmanFilter_MultiScale.m 3971
kalmanSmoother_MultiScale.m 2633
linspaceInt.m 909
timeSeriesDataGeneration.m 6572
updateMSGInLevel2.m 582
updateMSGToLevel2Backward.m 1007