Principal Component Analysis • Uses: – Data Visualization – Data Reduction – Data Classification – Trend Analysis – Factor Analysis – Noise Reduction • Examples: – How many unique “sub-sets” are in the sample? – How ar

function Colored(flag, corr) Kalman filter simulation with colored (time correlated) measurement noise. INPUTS: flag = 0 means ignore the time correlation of the measurement noise 1 means augment the system state 2 means use the Bry