Linear Kalman Filter
by Amir Omidvarnia
25 Oct 2010
(Updated 24 Nov 2010)
A fully commented script which explains Linear Kalman Filtering in the form of a simple example.
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| 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 (2010a)
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| 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. |
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