This program implement the adaptive kalman filter via a modified version of Sage-Husa Algorithm. Through the esimation of the noise, it can get better estimation performance of the signal than the orignal kalman filter. In this program, because the measure value equal to the state variable add a noise, so the Sage-Husa can direct estimate the total noise.
FiltSamp (2021). Adaptive kalman via a modified Sage-Husa algorithm (https://www.mathworks.com/matlabcentral/fileexchange/89431-adaptive-kalman-via-a-modified-sage-husa-algorithm), MATLAB Central File Exchange. Retrieved .
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