KalmanFiltering(x,z​,Fms,R)

This is KF file for someone who want to learn the Kalman Filter Algorithm Coding

Kalman Filter for Tracking and Prognostication
1. This is MATLAB function for the Kalman Filter implemented in the following paper: (PLEASE CITE IF YOU USE)

P. Lall, J. Wei and L. Davis, "L70 life prediction for solid state lighting using Kalman Filter and Extended Kalman Filter based models," 2013 IEEE 63rd Electronic Components and Technology Conference, Las Vegas, NV, 2013, pp. 1452-1465. doi: 10.1109/ECTC.2013.6575764 URL: https://www.researchgate.net/publication/261334683_L70_life_prediction_for_solid_state_lighting_using_Kalman_Filter_and_Extended_Kalman_Filter_based_models URL: http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6575764&isnumber=6575533

2. If you have any question on how to use this file please contact me directly: [e-mail]

3. Enjoy it.