Kalman filter and how to use in Matlab

Started by July 25, 2005
Hello everybody,

I would like to use the Kalman filter (and the unscented kf, the particle kf, etc) in prediction for time series, but I haven't any experiences with the KF.

I wonder if someone would be so kind to help me in using the KF,and what toolbox could be better.

Thanks in advance.

Alberto Rossetti