Kalman Filter - Githubissues

paulmthompson / Intan.jl

Julia API for Intan RHD2000

BSD 2-Clause "Simplified" License

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Kalman Filter #5

Closed paulmthompson closed 4 years ago

paulmthompson commented 8 years ago

Extension of Weiner filter with prior. Lots of kalman implementations in various languages are available. I think there are two Kalman implementations in Julia.