Autocovariance Least-Squares (ALS) Package

ALS is an estimation tool for determining noise covariances from routine operating data. These covariances are used to specify the noise statistics of state estimators such as Kalman Filter (KF), Extended Kalman Filter (EKF) and Moving Horizon Estimators (MHE). ALS Toolbox also provides a function to estimate the disturbance structure that affects the states. More information about the ALS technique can be found here.

ALS is written for use in GNU Octave. Both ALS and Octave are freely redistributable software. You may redistribute it and/or modify it under the terms of the GNU General Public License (GPL) as published by the Free Software Foundation.

Because ALS is free software you are encouraged to help make it more useful by writing and contributing additional features for it, and by reporting any problems you may have.