Robust Fusion and Kalman Filtering Under Unknown Correlations

Version 1.0 (11.9 KB) by Spyridon Leonardos
Robust Fusion and Kalman Filtering Under Unknown Correlations
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Updated 10 Nov 2016

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Implementation of the methods presented in the paper "A Game-Theoretic Approach to Robust Fusion and Kalman Filtering Under Unknown Correlations" https://arxiv.org/abs/1610.01045

Cite As

Spyridon Leonardos (2025). Robust Fusion and Kalman Filtering Under Unknown Correlations (https://se.mathworks.com/matlabcentral/fileexchange/60173-robust-fusion-and-kalman-filtering-under-unknown-correlations), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2016a
Compatible with any release
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Version Published Release Notes
1.0