Stochastic Filtering and Optimal Estimation
Professor Cai Yuanli, Xi'an Jiaotong University, Stochastic Filtering and Optimal Estimation, Nonlinear Filtering, Kalman Filter, Minimum Variance Estimation
Explore MATLAB source code curated for "最小方差估计" with clean implementations, documentation, and examples.
Professor Cai Yuanli, Xi'an Jiaotong University, Stochastic Filtering and Optimal Estimation, Nonlinear Filtering, Kalman Filter, Minimum Variance Estimation