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marioslokas / KalmanFilters

Code for all the kalman filters developed and used. Unscented, and EmguCV adjusted code
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Using UKF #1

Open prozoroff opened 8 years ago

prozoroff commented 8 years ago

Hello, I like your UKF code Are you using http://www.mathworks.com/matlabcentral/fileexchange/18217-learning-the-unscented-kalman-filter/content/ukf.m to translate logic to C# ? Could you provide some example of using this algorithm.

marioslokas commented 8 years ago

Yes, this is the logic of Yi Cao Matlab implementation for C#. I also used stuff from EmguCV Kalman filter example. I added a small readme about the code and will update to a better version when I can. If you still don't understand let me know.

prozoroff commented 8 years ago

Thanks a lot!

lbarwick commented 8 years ago

Mario, I am using prozoroff UKF code, which has same root as yours. We are trying to adapt it to have multiple timeseries of prices from FOREX and attempt to predict value of a single price. I would love to be able to discuss this work with you. If you are interested please email me at xmoon2000[at]googlemail[dot]com