Kalman filter square root covariance update in matlab

The following Matlab project contains the source code and Matlab examples used for kalman filter square root covariance update. This file compares three different versions of the Kalman filter.

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
fcn_SR_KF.m 12808
license.txt 1578