This is my attemp of reproducing all the examples on Phil Kim book: Kalman Filter for Beginners - with MATLAB Examples.
All the files will be executable via Octave (GNU), and may differ from the book examples if necessary.
Some related links:
- Book website: https://sites.google.com/site/kf4bbook/
- Amazon: http://www.amazon.co.uk/Kalman-Filter-Beginners-MATLAB-Examples/dp/1463648359
- For GNU Octave go to: http://www.gnu.org/software/octave/