FILTERDATASET Filters a given dataset using Kalman filtering.

Usage: filtereddataset=filterdataset(dataset,u,d,x0,K)

Parameters: 'dataset' - numerical data; train or test dataset to be filtered; returned by: [dataset,samplelabels]=readdotdata(datafile,features) u,d,x0,K - numerical parameters of the Kalman filter; returned by [u,d,x0,K]=trainparam(trainset,trainlabels,labelset,isRatios)

Returns: 'filtereddataset' - the filtered dataset of the same dimension as 'dataset'.

See also READDOTNAMES, READDOTDATA, TRAINPARAM.

function filtereddataset = filterdataset(dataset,u,d,x0,K)

filtereddataset=[];
v=inv(d)*u'*dataset';
for i=1:size(v,2),
    filtereddataset=[filtereddataset,u*d*(x0+K*(v(:,i)-x0))];
end
filtereddataset=filtereddataset';