Introduction to Kalman Filter and Its Applications

Kalman filter and extended Kalman filter examples for INS/GNSS navigation, target tracking, and terrain-referenced navigation.
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Updated 31 Jan 2021

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Source code for examples in a book chapter "Introduction to Kalman Filter and Its Applications", IntechOpen (2018), written by Youngjoo Kim and Hyochoong Bang

Cite As

Youngjoo Kim and Hyochoong Bang, "Introduction to Kalman Filter and Its Applications", Kalman Filter, IntechOpen, 2018.

MATLAB Release Compatibility
Created with R2017b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.3

Revised equations and simulation settings

1.0.2

add citation info

1.0.1

Fix the typo

1.0.0