Kalman Filter. A Kalman filter is an optimal recursive data processing algorithm. One of the aspect of this optimality is that the Kalman filter incorporates all the information that can be provided to it.
The following Matlab project contains the source code and Matlab examples used for approximate entropy. Approximate Entropy is a measure of complexity. The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.