FEKF-under-Levy-noises

代码说明：

  介绍了非高斯Levy噪声下的分数阶扩展卡尔曼滤波算法，对非线性离散系统进行滤波。(The fractional order Extended Kalman Filter algorithm for nonlinear discrete system under non-Gaussian Levy noises)

文件列表：

Fractional order Extended Kalman filter algorithm under Levy noises examples
............................................................................\exam_9b3_FEKF_Levy1.m,10353,2015-03-04
............................................................................\exam_9b3_FEKF_Levy2.m,10065,2015-03-13
............................................................................\stblpdf.m,11596,2010-05-09
............................................................................\stblrnd.m,3913,2010-05-09
............................................................................\zuhe.m,202,2014-07-16