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extended Kalman Filter(EKF) for GPS

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extended Kalman Filter(EKF) for GPS


You Chong (view profile)


19 May 2011 (Updated )

An easy-to-implement function of the Extended Kalman Filtering with a GPS positioning example

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This zip file contains a brief illustration of principles and algorithms of both the Extended Kalman Filtering (EKF) and the Global Position System (GPS). It is designed to provide a relatively easy-to-implement EKF. It also serves as a brief introduction to the Kalman Filtering algorithms for GPS. In the example for the EKF, we provide the raw data and solution for GPS positioning using both EKF and the Least Square method.
See readme.txt for more details.

Required Products MATLAB
MATLAB release MATLAB 7.11 (R2010b)
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Comments and Ratings (15)
16 Oct 2015 Simon Levy

Clearest implementation of the EKF I have ever seen, in any language! Bravo, You Chong: our community owes you a big debt of gratitude for this.

09 Dec 2014 Andreas  
28 May 2014 Maher

Maher (view profile)

is it possible to use this code for finding the carrier phase and the code phase of the GPS signal (tracking the phase of the GPS like a PLL ). thanks

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12 Feb 2014 Pawel

Pawel (view profile)

if anyone knows how to replace the ordinary Kalman filter EKF. This applies to the program. What should be changed in order to improve work with Filter Kalman? I know that a matrix H just do not know how.

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27 Jan 2014 omid salimi  
22 Jan 2014 elham

elham (view profile)

not bad!

22 Jan 2014 omid salimi  
20 Jan 2014 Pawel

Pawel (view profile)

Does anyone else have similar applications for DR / GPS? I mean for example the position of a vehicle using GPS which will cooperate with the DR and the results will be the processing of a Kalman filter

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08 Jan 2014 mahdis

mahdis (view profile)

03 Jun 2013 yu

yu (view profile)

11 May 2013 You Chong

You Chong (view profile)

For the references to EKF/GPS:
I would recommend the following two books [1][2] for learning KF/EKF. Especially, the last chapter of [1] provides an introduction to applying EKF to GPS. You can also check out [3] to see if there is anything helpful. [4] addresses some more advanced topics.

[1] R. G. Brown and P. Y. C. Gwang, Introduction to Random Signals and
Applied Kalman Filtering, 3rd ed. New York: Wiley, 1997.
[2] Y. Bar-Shalom, X. R. Li and T. Kirubarajan, Estimation with Applications
to Tracking and Navigation, Wiley Interscience, 2001.
[4] X.R.Li, Survey of maneuvering target tracking, Part I-V.

Please leave a message here if you have any other good references, so that I and every people can learn from you.

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11 May 2013 Ming Jin

It's very useful. But it's better if providing a Ref. paper.

06 May 2013 giometar  
25 Dec 2011 Lezaractus Lex  
05 Nov 2011 Kiselev


14 Oct 2011 1.2

The scale of Y-axis is changed to make it clearer

10 May 2013 1.3

Rewrote EKF using function handle.

13 May 2013 1.5

Forgot to upload the new code in the last update.

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