Extended Kalman-Bucy filter

Software OPEN SOURCE
Daria, Shirinkina;
(2018)
  • Publisher: Figshare
  • Related identifiers: doi: 10.5281/zenodo.1254091
  • Subject: Molecular Biology | Kalman-Bucy filter | AR | Ecology | Genetics | Cancer | Biophysics | signal | Extended Kalman-Bucy filter
    • FOR: 80699 Information Systems not elsewhere classified | 29999 Physical Sciences not elsewhere classified | 110309 Infectious Diseases | 19999 Mathematical Sciences not elsewhere classified

<p>This code provides the calculation of the extended Kalman-Bucy filter. This case of the extended filter includes two variants: 1 - signal is AR(1) and noise is AR(1); 2 - signal is AR(2) and noise is AR(1). It is in supposing that parameters of the processes are know... View more
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