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Matthew Coleman

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20 May 2010 Learning the Extended Kalman Filter An implementation of Extended Kalman Filter for nonlinear state estimation. Author: Yi Cao

20 May 2010 Learning the Extended Kalman Filter An implementation of Extended Kalman Filter for nonlinear state estimation. Author: Yi Cao

Congratulations. This is the first EKF library I manged to get working at all.

The example takes measurements go in the s matrix, not the x. Now that is fixed everything is good.

It is a long time since I did Kalman or Matlab. You clever guys underestimate how dumb you need to make your comments to get us newbies started.

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