Learning the Kalman Filter

Basic Kalman filter, heavily commented, for beginners to Kalman filtering.
Updated 12 Oct 2005

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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 (2024). 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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