Kalman Filter Tutorial

Extended Kalman Filter Tutorial

Description

This is a simple demo of a Kalman filter for a sinus wave, it is very commented and is a good approach to start when learning the capabilities of it.

Acknowledgements

The author wishes to acknowledge the following in the creation of this submission:
Learning the Kalman Filter

• MATLAB release: MATLAB 7.0.1 (R14SP1)

[Ali Özgül]

Succesfully your code technique and application. Thank you.

[Yuriy Ivanov]

Not a bad, but you must add more comments.

[Tansel Yucelen]

Very good code, Thank you.

[Andleeb shadman]

 

[aswardi mawardi]

This methode is used for teaching

[elhadi dendene]

that's a good work

[Alireza Key]

great for beginner ...
tanx Jose

[Markus B]

This is an example, not a tutorial.

[Hongchao Fan]

very good

[Daniel G.]

BE CAREFUL! It may be a good demo, but it clears all your variables and closes all your figures without asking you! Just imagine you are working for many hours on some important topic and you are just about to present or save your result, so trying this tutorial at this point will be fatal for you! I can't understand why someone does "clear all; close all;" on a foreign machine!!! Bad style!

[Mauro G.]

It is easy to improve for another signals

[Rodrigo Badínez]

Very nice tutorial.
(only the magenta plot is a little confusing at the first sight, it's not a part of the EKF)

[said hared]

i need it

[Ihsan ulhaq]

Excellent!

[manoj rai]

a good approach to learn kalman

[mohsen zamani]

ok

[ankit bansal]

thats great to learn abt kalman

[yousef holba]

very importantfor me applications

[Luis E. Avendaño]

Is an excelent application for my personal work

[dinesh kumar]

i like it. because usefull my project learning matlab programes ,i want particles tilter.

[nihat korkmaz]

good idea yeah

[xu yan]

I hope it can make my work easy.

[Tim Davis]

Nice commentgs. Awful numerics. Never multiply by inv(S). It's unstable and slow.

Replace

K = P*H'*inv(S)

with

K = (P*H')/S

[ahmed ghazi]

working

[levi chu]

good

[SHAHIL SHAH]

 

[cronix batman]

tq brothers

[benny goh]

The observation function h is a linear function. Can it be a linear function for EKF?