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.
A good complement of linear Kalman filter in Simulink: http://www.mathworks.com/matlabcentral/fileexchange/46407-linear-kalman-filter-in-simulink
Thanks, it is very useful!
any example on structural dynamics system identification
The observation function h is a linear function. Can it be a linear function for EKF?
Nice commentgs. Awful numerics. Never multiply by inv(S). It's unstable and slow.
K = P*H'*inv(S)
K = (P*H')/S
I hope it can make my work easy.
good idea yeah
i like it. because usefull my project learning matlab programes ,i want particles tilter.
Is an excelent application for my personal work
very importantfor me applications
thats great to learn abt kalman
a good approach to learn kalman
i need it
Very nice tutorial.
(only the magenta plot is a little confusing at the first sight, it's not a part of the EKF)
It is easy to improve for another signals
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!
This is an example, not a tutorial.
great for beginner ...
that's a good work
This methode is used for teaching
Very good code, Thank you.
Not a bad, but you must add more comments.
Succesfully your code technique and application. Thank you.