Learning the Extended Kalman Filter
An implementation of Extended Kalman Filter for nonlinear state estimation.
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Editor's Note: This file was selected as MATLAB Central Pick of the Week
Cite As
Yi Cao (2026). Learning the Extended Kalman Filter (https://www.mathworks.com/matlabcentral/fileexchange/18189-learning-the-extended-kalman-filter), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired by: Learning the Kalman Filter
Inspired: Learning the Unscented Kalman Filter, Unconstrained Optimization using the Extended Kalman Filter, Neural Network training using the Extended Kalman Filter
General Information
- Version 1.0.0 (2.07 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0 | Update example with block-comment lines |
