Code covered by the BSD License  

Highlights from
Linear Kalman Filter

5.0

5.0 | 1 rating Rate this file 70 Downloads (last 30 days) File Size: 2.46 KB File ID: #29127
image thumbnail

Linear Kalman Filter

by

 

25 Oct 2010 (Updated )

A fully commented script which explains Linear Kalman Filtering in the form of a simple example.

| Watch this File

File Information
Description

This script implements the linear Kalman filter and shows its performance on a 2nd order under-damped LTI system.

The code consists of two main parts. In the first part, a noisy model with two state variables is simulated and in the second part, Kalman filtering is applied to estimate the real observations.

 To write this code, I've got help from ReBEL MATLAB toolkit, available at:
 http://choosh.csee.ogi.edu/rebel/
(in particular, 'dempe1.m' located in '..\examples\parameter_estimation')

MATLAB release MATLAB 7.10 (R2010a)
Tags for This File   Please login to tag files.
Please login to add a comment or rating.
Comments and Ratings (2)
28 Mar 2013 james

How does this .m read your initial values? im struggling to comprehend..

31 Dec 2012 W. Chong

thanks for sharing~

Updates
26 Oct 2010

A screenshot was added to the page.

29 Oct 2010

Some minor changes were applied on the comments.

29 Oct 2010

Some minor changes were applied on the comments.

24 Nov 2010

A small changes was applied onto the code.

Contact us