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Re: Kalman-Filter

• To: mathgroup at smc.vnet.net
• Subject: [mg7812] Re: Kalman-Filter
• From: Igor Bakshee <bakshee>
• Date: Sat, 12 Jul 1997 02:45:53 -0400
• Organization: Wolfram Research, Inc.
• Sender: owner-wri-mathgroup at wolfram.com

Kalman filter is implemented in Control System Professional.
You may want to have a look at 

http://www.wolfram.com/applications/control

for details.

Igor Bakshee
WRI, Applications


Buttgereit wrote:
> 
> Hi out there,
> did anybody yet implement the Kalman-Filter? I will have to do it in the
> next few days ...
> Suggestions - especially concerning initialisation - appreciated.
> Thanks in advance,
> Peter