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modified lds_demo
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sth4nth committed Mar 20, 2016
1 parent b368326 commit 62846e4
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2 changes: 0 additions & 2 deletions demo/ch13/lds_demo.m
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n = 100;

[X,Z,model] = ldsRnd(d,k,n);
plot(Z(1,:),Z(2,:),'-');
plot(X(1,:),X(2,:),'-');
[mu, V, llh] = kalmanFilter(X, model);

[nu, U, Ezz, Ezy, llh] = kalmanSmoother(X, model);
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