Kalman filtering framework
Object-based framework for performing Kalman filtering for discrete time systems or continuous-discrete hybrid systems. Includes code for the classical Kalman filter for linear systems, the extended Kalman filter (EKF), and the more recent unscented Kalman filter (UKF). Both linear and non-linear noise in the system and observation are permitted.
Three examples are included in the demos folder.
Cite As
David Ogilvie (2024). Kalman filtering framework (https://www.mathworks.com/matlabcentral/fileexchange/25108-kalman-filtering-framework), MATLAB Central File Exchange. Retrieved .
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- Signal Processing > Signal Processing Toolbox > Digital and Analog Filters > Digital Filter Analysis >
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KalMat/
KalMat/demos/
Version | Published | Release Notes | |
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1.0.0.0 |