Estimation

Kalman Filtering

• Kalman Filter
• Kalman Filter - Python

Resources

• BECS / Research / Bayesian Statistical Methods / Downloads / EKF/UKF Toolbox for Matlab
• Cambridge Machine Learning Group Publications
• Rudolph van der Merwe's Home Page
• David Sontag
• Christopher M. Bishop
• Max Welling's Home Page
• SPM: Signal Processing Microelectronics - -
• Cambridge Machine Learning Group Publications
• LogdetPPA -- a MATLAB software for log-determinant SDP
• Course homepage - 5B5715 Linear Stochastic Systems vt0 - spring 2007
• The Maximum Likelihood Estimator for Variance - YouTube