Kalman filter toolbox written by Kevin Murphy, 1998. See http://www.ai.mit.edu/~murphyk/Software/kalman.html for details. Installation ------------ 1. Install KPMtools from http://www.ai.mit.edu/~murphyk/Software/KPMtools.html 3. Assu

This is a simple demo of a Kalman filter for a sinus wave, it is very commented and is a good approach to start when learning the capabilities of it.