MATLAB/Python implementation of LMI-based multirate steady-state Kalman filter design using cyclic reformulation. This repository contains the code accompanying the paper: H. Okajima, "LMI ...

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, ...