Source code for examples in a book chapter "Introduction to Kalman Filter and Its Applications", IntechOpen (2018), written by Youngjoo Kim and Hyochoong Bang
Youngjoo Kim and Hyochoong Bang, "Introduction to Kalman Filter and Its Applications", Kalman Filter, IntechOpen, 2018.
Dear readers, some equations were wrongly implemented in the simulation (using inv(P) for prior P). The code has been revised and updated.
The code for KF produces different plots than the ones found in the source
Does anyone have any ideas why?
There is an error in the Kalman gain
K = P\H'/(R+H*P\H');
K = P*H'/(R+H*P*H');
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