Linear Kalman Filter

Version 1.5.0.0 (2,46 KB) von Amir Omidvarnia
A fully commented script which explains Linear Kalman Filtering in the form of a simple example.
4.3
(7)
6K Downloads
Aktualisiert 24. Nov 2010

Lizenz anzeigen

This script implements the linear Kalman filter and shows its performance on a 2nd order under-damped LTI system.

The code consists of two main parts. In the first part, a noisy model with two state variables is simulated and in the second part, Kalman filtering is applied to estimate the real observations.

To write this code, I've got help from ReBEL MATLAB toolkit, available at:
http://choosh.csee.ogi.edu/rebel/
(in particular, 'dempe1.m' located in '..\examples\parameter_estimation')

Zitieren als

Amir Omidvarnia (2024). Linear Kalman Filter (https://www.mathworks.com/matlabcentral/fileexchange/29127-linear-kalman-filter), MATLAB Central File Exchange. Abgerufen.

Kompatibilität der MATLAB-Version
Erstellt mit R2010a
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
Kategorien
Mehr zu State-Space Control Design and Estimation finden Sie in Help Center und MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Veröffentlicht Versionshinweise
1.5.0.0

A small changes was applied onto the code.
1.3.0.0

Some minor changes were applied on the comments.
1.2.0.0

Some minor changes were applied on the comments.
1.1.0.0

A screenshot was added to the page.
1.0.0.0