The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » Software » comp.soft-sys.matlab

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: Kalman filtering...
Replies: 9   Last Post: Jun 27, 2006 12:44 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Glen Barnett

Posts: 643
Registered: 12/6/04
Re: Kalman filtering...
Posted: Jun 23, 2006 1:10 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

gino wrote:
> I am looking for Matlab codes for using Kalman filters to estimate unknown
> parameters, which, I hope, can be an alternative to the maximum likelihood
> estimate of the parameters...

For many models (in particular those with normal errors) where the
state is the parameter vector or a function of it, the KF will
generally give the MLE.

The KF is nothing more than a way of estimating the mean & variance of
the state in a SSM.

Which model did you have in mind?

Why do you want something other than ML?


Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.