Stochastic Filtering and Optimal Estimation
Professor Cai Yuanli, Xi'an Jiaotong University, Stochastic Filtering and Optimal Estimation, Nonlinear Filtering, Kalman Filter, Minimum Variance Estimation
Extended Kalman Filter (EKF) Algorithm with Motion Model Implementation
An Extended Kalman Filter (EKF) algorithm based on motion models, applicable to any nonlinear system representable in state-space form, achieving near-optimal estimation accuracy through iterative prediction and correction cycles.
Kalman and Wiener Filtering
Kalman Filter and Wiener Filter - Implementation Approaches and Applications in Signal Processing
MATLAB Algorithm for Linear Minimum Mean Square Error Estimation (LMMSE)
MATLAB implementation of Linear Minimum Mean Square Error (LMMSE) estimation algorithm with code optimization techniques
Kalman Filter Algorithm: Theory and Implementation
Comprehensive guide to Kalman Filter with MATLAB implementation details for state estimation in dynamic systems
Kalman Filter Implementation in MATLAB
MATLAB Code Implementation of Kalman Filter Algorithm with Technical Enhancements