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1D standard Kalman Filter (Simulink model & program)

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4.3 | 3 ratings Rate this file 25 Downloads (last 30 days) File Size: 10.9 KB File ID: #38353 Version: 1.0
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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 :
1D Kalman filter and two testings :
usage [Y,P,K]=Kalman1D(X,Q)
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 :

Related submissions :

1. Brian Moore, " Kalman Filter Package".

2. Vidhya Raj, "Scalar Kalman filter"

3. Lazaros Moysis, " Estimating a constant using the Kalman filter"

4. Alex Dysto, "Scalar Kalman filter"

5. ahmed yehia, "Kalman filter"

6. Xing, " Kalman filter in tracking"



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

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

Thank you for your great programm, its easy to handle

21 Nov 2012 Alexander  

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