卡尔曼滤波的集合

卡尔曼滤波的实例集合，适用于各种预测、数值估计、拟合等问题的解决，有详细的代码辅助说明。

function yy = convert_to_lagged_form（y k）
% Create an observation vector yy（:t） containing the last k values of y newest first
% e.g. k=2 y = （a1 a2 a3）     yy  = a2 a3
%                （b1 b2 b3）           b2 b2
%                                     a1 a2
%                                     b1 b2

[s T] = size（y）;
bs = s*ones（1k）;
yy = zeros（k*s T-k+1）;
for i=1:k
  yy（block（ibs） :） = y（: k-i+1:end-i+1）;
end

 属性            大小     日期    时间   名称
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     文件        425  2002-05-29 08:59  Kalman\convert_to_lagged_form.m

     文件        354  2002-05-29 08:59  Kalman\ensure_AR.m

     文件       1045  2002-05-29 08:59  Kalman\eval_AR_perf.m

     文件       3146  2007-09-23 13:27  Kalman\example2.m

     文件       1330  2007-09-13 22:11  Kalman\Kalman_1_Dimension.m

     文件       6609  2007-09-11 10:29  Kalman\kalman_2.m

     文件       6609  2007-09-11 10:29  Kalman\kalman_example1.m

     文件       2899  2002-05-29 08:59  Kalman\kalman_filter.m

     文件       2392  2002-11-01 16:32  Kalman\kalman_forward_backward.m

     文件       1584  2002-05-29 08:59  Kalman\kalman_smoother.m

     文件       1840  2002-05-29 08:59  Kalman\kalman_update.m

     文件       1022  2002-10-23 08:17  Kalman\learning_demo.m

     文件        819  2002-05-29 08:59  Kalman\learn_AR.m

     文件        687  2002-05-29 08:59  Kalman\learn_AR_diagonal.m

     文件       5515  2006-08-24 14:37  Kalman\learn_kalman.m

     文件       2038  2007-09-21 15:59  Kalman\sample_lds.m

     文件       1199  2002-05-29 08:59  Kalman\smooth_update.m

     文件        579  2002-05-29 08:59  Kalman\SS_to_AR.m

     文件         28  2005-06-08 18:56  Kalman\testKalman.m

     目录          0  2013-08-10 12:52  Kalman

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