I need a script in Gnu Octave for a full operational Unscented Kalman filter. I must be able to implement informations directly in the script : file to load, parameters needed. I must get a file with the resulting file and the original file along with the parameters entered. I also need a graph with original file and filtered file. Open to suggestions.
So, the coder must have a good knowledge of kalman filtering and Gnu Octave. Also in matlab as it is compatible with Octave.