Kalman filter

This is an implementation of a Kalman filter for a two-variable, constant velocity-model.

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This function performs Kalman filtering on data consisting of two
variables. A constant-velocity model is assumed. The filtered output and the error from the ground truth is computed.

Comments are welcome.

Cite As

Salil Banerjee (2026). Kalman filter (https://www.mathworks.com/matlabcentral/fileexchange/27342-kalman-filter), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0