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Kalman-Filter

• To: mathgroup at smc.vnet.net
• Subject: [mg7732] Kalman-Filter
• From: Buttgereit <Buttgereit at compuserve.com>
• Date: Thu, 3 Jul 1997 01:28:41 -0400 (EDT)
• Sender: owner-wri-mathgroup at wolfram.com

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