vb-akf-demo

代码说明：

  针对线性高斯系统，采用共轭分布实现量测噪声未知情况下的状态估计和噪声方差辨识。(For linear Gaussian system, a conjugate distribution is adopted to estimate system state and identificate measurement noise variance.)

文件列表：

gauss_pdf.m, 1663 , 2011-08-12
gauss_rnd.m, 942 , 2011-08-12
imm_demo1.m, 2005 , 2011-08-12
imm_demo2.m, 2714 , 2011-08-12
imm_estimate.m, 1110 , 2011-08-12
imm_predict.m, 3039 , 2011-08-12
imm_update.m, 2347 , 2011-08-12
kf_lhood.m, 1311 , 2011-08-12
kf_predict.m, 1747 , 2011-08-12
kf_smooth.m, 2093 , 2011-08-12
kf_update.m, 2149 , 2011-08-12
lti_disc.m, 1925 , 2011-08-12
vbakf_demo1.m, 5219 , 2011-08-12
vbakf_demo2.m, 2061 , 2011-08-12
vbakf_demo3.m, 3492 , 2011-08-12
vbakf_predict_1d.m, 1234 , 2011-08-12
vbakf_predict_diag.m, 972 , 2011-08-12
vbakf_update_1d.m, 1368 , 2011-08-12
vbakf_update_diag.m, 1431 , 2011-08-12