quicktableofcontents.txt

Unscented Kalman Filter

This folder contains codes from Chow, Ferrer & Nesselroade (in press). The two examples included in the zipped folder are:
(1) Fitting the Lorenz model with a single indicator for each state variable to single-subject data using the unscented Kalman filter (UKF). States and parameters are represented jointly as part of the state vector. The main control file for this example is LorenzControlfin.m.


(1) Fitting the Lorenz model described above to multiple-subject data using the unscented Kalman filter (UKF). The main control file for this example is LorenzlikMultiP2.m.