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 Kalman Filters 

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Some curve fitting or smoothing tools can benefit from knowledge of the noise variance to expect on your data. Kalman filters use this information, also some spline fitting tools. So I wrote a function to extract the noise variance from a signal vector. It also works on any specified dimension of an array.

A few examples of this code in use:

Simple linear data, with purely additive N(0,1) gaussian noise:

t =...



zsim is a framework for simulating, analyzing, controlling systems defined by Matlab classes. It functions somewhat like simulink in that the user chains together different modules to create a complex simulation structure, however there is no...



A kalman filter based on a constant velocity model and constant process noise reaches is steady-state after few samples. In steady-state the actual position estimate of the kalman gives the same performances of a zero+two-pole lowpass filter...



Combination of gradient adaptive laguerre lattice filters and Kalman filter for the estimation of a missing signal in a multichannel record.

Entry submitted for the PhysioNet 2010 which involved estimation of last 30 seconds of a...



This is a simple demo of a Kalman filter for a sinus wave, it is very commented and is a good approach to start when learning the capabilities of it.



In this implementation of tracking a ball, we will track a live ball using Kalman filter. The tracking will switch to autorun mode when the sight of the ball is lost and Kalman will estimate the motion based on it's previous states



Using Boolean Algebra technique for C6711 DSK DIP Switches to select different types of digital filters. This model works inside C6711 DSK.

Please feel free to comment.



Similar to using the extended Kalman filter, Neural Networks can also be trained through parameter estimation using the unscented Kalman filter. This file provides a function for this purpose. It also includes an example to show how to use this...



The extended Kalman filter can not only estimate states of nonlinear dynamic systems from noisy measurements but also can be used to estimate parameters of a nonlinear system. A direct application of parameter estimation is to train artificial...



1. Detailed Tutorial on Kalman Filtering Techniques in Matlab

2.Computes the Kalman gain and the stationary covariance matrix using the Kalman filter of a linear forward looking model.



Several functions for evaluating the exact negative log-likelihood of ARMA models in O(n) time using the Kalman Filter.



Tracking of a red point in video which is moving according the parametric equation of Astroid using 5 equations of Kalman Filter.
Generate Video file makes a video of a Large square block moving according the equation of Astroid.
Kalman...



Filtering of non-stationary periodic components from signals using a multi-order Vold-Kalman Filter.
The Vold-Kalman Filter, introduced by HdoDEvard Vold and Jan Leuridan in 1993, is able to extract non-stationary periodic components from a...



It will compute the Kalman gain and the stationary covariance matrix using a Kalman filter with a linear forward looking model.



The Better Exposed Filters module replaces the Views' default single- or multi-select boxes with radio buttons or checkboxes, respectively. Description fields and Select All/None links can be added to exposed filters to make for a better user...



regex_filter implements perl/Php regular expression filters.



Semantic filters and layers over a semantically marked up document.
This module is an extension for the Semantic Markup Editor module: http://drupal.org/project/semantic_markup_editor You can create filters to semantic information and attach...



ApexSQL Diff implements a state of the Art solution to the most complex database comparison scenarios including many unique features like Diff codes, RegEx object filters, Project Wizards and much more

Compare your SQL Databases in...



This Perl script checks e-mail available at a POP3 server (including SSL), filters it according to the defined rules, and d-deOCt depending on the selected method d-deOCt gets the messages to the local mailbox and/or removes it from the server.



This script makes use of IE's multimedia filters, coupled with scripting, to render an "aura" around any given text. The effect can easily be applied to multiple text, each with differing pulsating colors and speed.