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Learning the Kalman Filter

version 1.0.0.0 (2.83 KB) by Michael Kleder
Basic Kalman filter, heavily commented, for beginners to Kalman filtering.

180.9K Downloads

Updated 12 Oct 2005

No License

Editor's Note: This file was selected as MATLAB Central Pick of the Week Popular File 2008 2009 2010 2011 2012

When I first studied Kalman filtering, I saw many advanced signal processing submissions here at the MATLAB Central File exchange, but I didn't see a heavily commented, basic Kalman filter present to allow someone new to Kalman filters to learn about creating them. So, a year later, I've written a very simple, heavily commented discrete filter.

Cite As

Michael Kleder (2021). Learning the Kalman Filter (https://www.mathworks.com/matlabcentral/fileexchange/5377-learning-the-kalman-filter), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R11.1
Compatible with any release
Platform Compatibility
Windows macOS Linux

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