Code and Results for Chapter 8:
Code to Duplicate Various Examples or Figures from the Book:
- example_8_7.m (some numerics to verify that example)
- example_8_15.m (plots the NEES, NIS, and the periodogram for a matched Kalman filter model)
- example_8_17.m (plots the NEES, NIS, and the periodogram for a mismatched Kalman filter model)
Code for Various Problems:
- ex_1.R (fitting ARIMA models to data)
- ex_2.m (observability and controllability of some linear systems)
- ex_3.m (observability and controllability of some linear systems continued)
- ex_4.m (observability and controllability of some linear systems continued)
- ex_5.m (observability and controllability of some linear systems continued)
- ex_8.m (drift in the measurements)
John Weatherwax
Last modified: Mon Sep 1 05:42:21 EDT 2008