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MathGroup Archive 1997

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Re: Kalman-Filter

  • To: mathgroup at
  • 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

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

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

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