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1D standard Kalman Filter (Simulink model & program)

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1D standard Kalman Filter (Simulink model & program)

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simulating 1D Kalman filter using program and simulink model.

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Description

Description :
1D Kalman filter and two testings :
usage [Y,P,K]=Kalman1D(X,Q)
Input:
X : noisy measurment.
Q : process noise variance.
Y : estimated state.
P : error variance.
K : Gain.
R : noise measurement, set to R=0.05.

Testing 1 :
function 1 :x1=(4*sin(t./10)).*exp(-inv(200).*t)+W1;
function 2 :x2=0.5*square(pi*t/20)+w2;
w1,w2 ~N(m,v).

Testing 2 :
Simulink model : 10 seconds simulation of noisy DSP SineWave
open the scopes to see the results .

References :
1. http://www.cs.unc.edu/~welch/kalman/

Related submissions :

1. Brian Moore, " Kalman Filter Package". http://www.mathworks.com/matlabcentral/fileexchange/38302-kalman-filter-package

2. Vidhya Raj, "Scalar Kalman filter" http://www.mathworks.com/matlabcentral/fileexchange/37782-scalar-kalman-filter

3. Lazaros Moysis, " Estimating a constant using the Kalman filter" http://www.mathworks.com/matlabcentral/fileexchange/37521-estimating-a-constant-state-using-the-kalman-filter

4. Alex Dysto, "Scalar Kalman filter" http://www.mathworks.com/matlabcentral/fileexchange/36835-scalar-kalman-filter

5. ahmed yehia, "Kalman filter" http://www.mathworks.com/matlabcentral/fileexchange/36817-kalman-filter

6. Xing, " Kalman filter in tracking" http://www.mathworks.com/matlabcentral/fileexchange/36786-kalman-filter-in-tracking

  

Acknowledgements

Kalman Filter In Tracking, Kalman Filter, Scalar Kalman Filter, Estimating A Constant State Using The Kalman Filter, Scalar Kalman Filter, and Kalman Filter Package inspired this file.

MATLAB release MATLAB 7.4 (R2007a)
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Comments and Ratings (4)
28 Jul 2014 2one

How do you select initial variance noise process?

03 Jul 2013 Youssef KHMOU

You are welcome Mr Antonio,
if you find any bug or enhancement please let me know .

03 Jul 2013 Antonio Blago

Thank you for your great programm, its easy to handle

21 Nov 2012 Alexander  

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