Hola Sonia
He encontrado una informacion que no precisamente la que buscas pero estoy seguro sera de mucho interes en el procesamiento de signales, me refiero al uso de los filtros Kalman:
Encontraras el archivo completo en la de intercambio de archivos de Matlab:
http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=5377&objectType=FILE
A continuacion una breve descripcion y el codigo:
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Learning the Kalman Filter
What is this?
Author: Michael Kleder
Summary: Basic Kalman filter, heavily commented, for beginners to Kalman filtering.
MATLAB Release: R11.1
Description: When I first studied Kalman filtering, I saw many advanced signal processing submissions here at the MATLAB Central File exchange, but I didn't see a heavily commented, basic Kalman filter present to allow someone new to Kalman filters to learn about creating them. So, a year later, I've written a very simple, heavily commented discrete filter.
Saludos
Fismat