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Title: vb-akf-demo Download
 Description: For linear Gaussian system, a conjugate distribution is adopted to estimate system state and identificate measurement noise variance.
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File list (Check if you may need any files):
FilenameSizeDate
gauss_pdf.m 1663 2011-08-12
gauss_rnd.m 942 2011-08-12
imm_demo1.m 2005 2011-08-12
imm_demo2.m 2714 2011-08-12
imm_estimate.m 1110 2011-08-12
imm_predict.m 3039 2011-08-12
imm_update.m 2347 2011-08-12
kf_lhood.m 1311 2011-08-12
kf_predict.m 1747 2011-08-12
kf_smooth.m 2093 2011-08-12
kf_update.m 2149 2011-08-12
lti_disc.m 1925 2011-08-12
vbakf_demo1.m 5219 2011-08-12
vbakf_demo2.m 2061 2011-08-12
vbakf_demo3.m 3492 2011-08-12
vbakf_predict_1d.m 1234 2011-08-12
vbakf_predict_diag.m 972 2011-08-12
vbakf_update_1d.m 1368 2011-08-12
vbakf_update_diag.m 1431 2011-08-12

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