Online estimation of covariance parameters

Matlab code implementing and extending the algorithm described in our papers:
  1.  G. Pillonetto and S. Carpin. Multirobot localization with unknown variance parameters using iterated Kalman filter. In Proceedings of the IEEE/RSJ International Conference on Intelligent Robots and Systems, pages 1709-1714, 2007
  2. G. Erinc, G. Pillonetto, and S. Carpin. Online estimation of variance parameters: experimental results with applications to localization. In Proceedings of the IEEE/RSJ International Conference on Intelligent Robots and Systems, pages 1890-1895, 2008
  3. G. Pillonetto, G. Erinc, and S. Carpin. "Online estimation of covariance parameters using extended Kalman filtering and application to robot localization". Advanced Robotics.

Click [here] do download the code.