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Kalman Filter in Matlab (Tutorial)

Kalman Filter in Matlab (Tutorial)

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20 Jun 2009 (Updated )

Learn how to Implement Kalman Filter in Matlab.

(A*s1*C'+V12)/(V2+C*s1*C'); dd=max(max(abs(k1-k0))); it=it+1; s0=s1; end; k=k1;s=s0; if it>=maxit; disp('WARNING: Iteration limit of 1000 reached in KFILTER.M'); end;end;

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