Kalman filter - Square root covariance update
This file compares three different versions of the Kalman filter.
You are now following this Submission
- You will see updates in your followed content feed
- You may receive emails, depending on your communication preferences
Cite As
Markus (2026). Kalman filter - Square root covariance update (https://nl.mathworks.com/matlabcentral/fileexchange/45483-kalman-filter-square-root-covariance-update), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired by: isodd
General Information
- Version 1.1.0 (4.2 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
