Learning the Kalman-Bucy Filter in Simulink

Version (54.8 KB) by Yi Cao
A Simulink model to learn the continuous-time Kalman-Bucy Filter
Updated 29 Jan 2008

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This model simulates the continuous-time version of Kalman filter, i.e. Kalman-Bucy filter working with a continuous-time Gassian process. An m-file is developed to provide several examples to show how the Simulink model can be used.

The package is suitable for beginner to learn the Kalman-Bucy filter by just changing the model parameters without to know the details of calculations. By looking into masked subsystems, you will also be albe to learn how it can be implemented in Simulink.

The model is developed in MATLAB R14SP1 (MATLAB 7.0.1, Simulink 6.1). If there is a need to work with previous version, please let me know.

Cite As

Yi Cao (2024). Learning the Kalman-Bucy Filter in Simulink (https://www.mathworks.com/matlabcentral/fileexchange/18485-learning-the-kalman-bucy-filter-in-simulink), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14SP1
Compatible with any release
Platform Compatibility
Windows macOS Linux

Inspired by: Learning the Kalman Filter in Simulink v2.1

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Version Published Release Notes

update examples and the html file.