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Kalman filter toolbox for Matlab

[Unknown 2008/07/27 10:00 | by abiao ]
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This toolbox supports filtering, smoothing and parameter estimation (using EM) for Linear Dynamical Systems.

    * Download toolbox
    * What is a Kalman filter?
    * Example of Kalman filtering and smoothing for tracking
    * What about non-linear and non-Gaussian systems?
    * Other software for Kalman filtering, etc.
    * Recommended reading

more at http://www.cs.ubc.ca/~murphyk/Software/Kalman/kalman.html
wiki(Kalman filter)
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