文件名称:kalman
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runs Kalman-Bucy filter over observations matrix Z
for 1-step prediction onto matrix X (X can = Z)
with model order p
V = initial covariance of observation sequence noise
returns model parameter estimation sequence A,
sequence of predicted outcomes y_pred
and error matrix Ey (reshaped) for y and Ea for a
along with inovation prob P = P(y_t | D_t-1) = evidence
for 1-step prediction onto matrix X (X can = Z)
with model order p
V = initial covariance of observation sequence noise
returns model parameter estimation sequence A,
sequence of predicted outcomes y_pred
and error matrix Ey (reshaped) for y and Ea for a
along with inovation prob P = P(y_t | D_t-1) = evidence
(系统自动生成,下载前可以参看下载内容)
下载文件列表
压缩包 : 29782201kalman.rar 列表 kalman\gaussres.m kalman\kf.m kalman\kfdemo.m kalman\kfdemo.mat kalman\normalis.m kalman\read_me.txt kalman\waitbar.m kalman