I have written some notes about tracking a 2D object with Kalman filter, and I thought about sharing them. So here I am :). You can download a pdf of this tutorial by ...

MATLAB/Python implementation of LMI-based multirate steady-state Kalman filter design using cyclic reformulation. This repository contains the code accompanying the paper: MultirateKF_01.m Basic ...

%Finds the predicted state variables and its predicted variance at tspan, %given initial state guess and measurements at the times by level set method. %WARNING: Contrary to the level set version, the ...