文件名称:kalman
介绍说明－－下载内容均来自于网络，请自行研究使用
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
kalman
......\gaussres.m
......\kf.m
......\kfdemo.m
......\kfdemo.mat
......\normalis.m
......\read_me.txt
......\waitbar.m
......\gaussres.m
......\kf.m
......\kfdemo.m
......\kfdemo.mat
......\normalis.m
......\read_me.txt
......\waitbar.m