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algorithm for kalman filter

 
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algorithm for kalman filter
PostPosted: Fri Jul 24, 2009 9:57 pm     Reply with quote
I'm a new beginner. Just want help on how to implement Kalman filter algorithm into C program. Really need help. My head is all messy with this stuff. If possible any code available to do this?
andrewg



Joined: 17 Aug 2005
Posts: 316
Location: Perth, Western Australia

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PostPosted: Sat Jul 25, 2009 11:28 pm     Reply with quote
I researched Kalman filters as a possible solution to a problem I was facing, but didn't end up using it. In the process, I found the following sites that you may find useful:

http://www.cs.unc.edu/~welch/kalman/kalmanIntro.html
http://www.swarthmore.edu/NatSci/echeeve1/Ref/Kalman/ScalarKalman.html
http://www.scipy.org/Cookbook/KalmanFiltering
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