Kalman Filter Tutorial

Extended Kalman Filter Tutorial

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This is a simple demo of a Kalman filter for a sinus wave, it is very commented and is a good approach to start when learning the capabilities of it.

Cite As

Jose Manuel Rodriguez (2026). Kalman Filter Tutorial (https://www.mathworks.com/matlabcentral/fileexchange/12307-kalman-filter-tutorial), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired by: Learning the Kalman Filter

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0