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kfilter
- function [k,s] = kfilter(A,C,V1,V2,V12) function [k,s] = kfilter(A,C,V1,V2,V12) KFILTER can have arguments: (A,C,V1,V2) if there are no cross products, V12=0. KFILTER calculates the kalman gain, k, and the stationary -functi