University of California,
Santa Barbara
Department of Electrical and Computer Engineering
Kalman and Adaptive Filtering
Lecture Materials:
MATLAB Code and Lecture Notes
| ECE 248 Homepage | Homework | Lecture Materials | Other Information |
Below are links to MATLAB code and any additional notes or handouts for certain lectures:
| When | Files | |
| Lecture 1 9/27/10 |
ball_fall.m - Balls fall according to a random walk...that approaches a Gaussian distribution. pdf_example.m - Shows graphically how we add two Gaussian PDF's to create their joint PDF. pumpkin_weights.m - The Kalman algorithm, used to estimate the weight of a pumpkin, using recursive updates to combine multiple (noisy) measurements. | |
| Lecture 3 10/4/10 |
linsys_response.m - M-file shows how to calculate the response of a linear system to initial conditions by applying the infinite-series definition of e^(A*t) to the case where A is a matrix. periodogram_1.m - Shows periodograms for "x(t) = A*cos(w0*n+phi) + w", where w~N(0,1) and phi is has a uniform pdf between 0 and 2*pi. Averaging MANY periodograms is a typical technique for estimating the PSD (power spectral density) of a process. | |
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Last Updated: October 10, 2010