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### Highlights from 1D standard Kalman Filter (Simulink model & program)

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# 1D standard Kalman Filter (Simulink model & program)

### Youssef Khmou (view profile)

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

### 2one (view profile)

How do you select initial variance noise process?

03 Jul 2013 Youssef Khmou

### Youssef Khmou (view profile)

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

Comment only
03 Jul 2013 Antonio Blago

### Antonio Blago (view profile)

Thank you for your great programm, its easy to handle

21 Nov 2012 Alexander