Clear Filters
Clear Filters

How to solve Kalman Filter equation using ode45

4 views (last 30 days)
the kalman filter equation is:
Xhatdot=A*Xhat+L[Y-C*Xhat]
where Y is the measurement and the measurement equation is describes as:
Y=C*X+v where v is the zero mean white random noise
I have the the values of A,C,L and the initial value of Xhat. And obviously I can generate the random noise v as well.

Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!