Steady State Kalman Filter

Version 1.0.0 (1.37 KB) by Saad Masrur
Estimating scalar Random Variable using Scalar Random Variable
32 Downloads
Updated 9 Feb 2022

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Suppose we want to estimate a scalar random constant denoted by a and we have the ability to take measurements at time k  0,1, 2, observation noise process vk corrupted with the additive with the steady-state Kalman filter.

Cite As

Saad Masrur (2026). Steady State Kalman Filter (https://www.mathworks.com/matlabcentral/fileexchange/106445-steady-state-kalman-filter), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2021b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Version Published Release Notes
1.0.0