Great submission, thanks!
One question though: in the parameter explanation you define inputs x and P as "a priori" state estimate and "a priori" estimated state covariance. In my understanding this is not right, as "a priori" values are only available right after the prediction step of the filter.
So, in my opinion x and P are the "a posteriori" values of the previous time step. The "a priori" values of x and P of the current time step are available after the prediction step of your filter (vals x1 and P in lines 51 and 52).
Do you agree?
Hi guys, i need some help please. I Use Matlab R2012b to try to run the code/example. I usually copy the whole code,place a new editor,highlight the example,right click,left click 'evaluate selection'(as i don't see any 'run').But on Matlab's command window, it shows the highlighted example and says "Undefined function 'ekf' for input arguments of type 'function_handle'." Please who knows what could be wrong? What could i be doing wrong? Thank you. John