ssm_tools

Various tools for state-space models in MATLAB

Contents:

State-space models:

Linear vibration systems
Reduced-order modal models
Autoregressive models
Matern state-space models
Squared exponential state-space approximation
State-space models with target spectral densities

Algorithms for force identification and Bayesian estimation in linear systems:

Kalman filter
RTS smoother
Joint input and state estimator (filtering and smoothing)
Dual Kalman filter