Basic Kalman Filter Algorithm

Version 1.0.4 (3,63 KB) von Guilherme Keiel
Computes Kalman optimal gain and MMSE estimates of a system states. Examples with a variety of models.
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Aktualisiert 30. Aug 2025

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A code to compute Kalman optimal gain and minimum mean square error (MMSE) estimates of a system states. Examples with a variety of models avaiable. Easily adaptable to other systems and inputs, which makes it good for study applications.

Zitieren als

Guilherme Keiel (2026). Basic Kalman Filter Algorithm (https://de.mathworks.com/matlabcentral/fileexchange/88867-basic-kalman-filter-algorithm), MATLAB Central File Exchange. Abgerufen.

Kompatibilität der MATLAB-Version
Erstellt mit R2012b
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
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Version Veröffentlicht Versionshinweise
1.0.4

Changed figure.
1.0.3

Minor adjustments. More models to test.
1.0.2

Small change related to process noise.
1.0.1

Minor changes.
1.0.0