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A MATLAB toolbox for time series analysis using state space models. Supports fully interactive model construction with MATLAB objects and efficient Kalman filter backend implemented in c.
LibNav is a library providing general algorithms for navigation and positioning. It includes datum conversions, reference systems conversions, vector and matrix operations, Least-Mean-Squares, Kalman Filter, Runge-Kutta, statistical tools and more.
OpenDiscreteDynamicProgrammingTemplate : founds optimal constrainted parameters of a discrete controls with second order optimization template replacing Hessian with directional derivatives and backpropagation for digital filter(as neural network)
easySP is a Graphical application that allow learn signal processing easiest. Students can play with the parameter of each module to understand for example how works a digital filter. easySP also permits the addition of new modules by a xml plugin.