KalmanFilter

Version 1.1 (216 KB) by Michael Meiler
A Kalman Filter in Simulink for easier understanding.
5.0
(1)
461 Downloads
Updated 24 Nov 2020
View License on GitHub

Although the characteristics of a Kalman filter are well documented and understandable after reading a few papers and books, I had quite a hard time understanding the information flow entirely. The main reason for that was the confusing notation to distinguish between predicted and measured values, as well as future and past values. Therefore I made a small Simulink Model, which should help explaining the information flow and understanding the equations of Kalman filtering.

References:
https://www.kalmanfilter.net/default.aspx [2020]
"Kalman-Filter" by Reiner Marchthaler and Sebastian Dingler. Springer Fachmedien Wiesbaden

Cite As

Michael Meiler (2024). KalmanFilter (https://github.com/m31L3r/KalmanFilter/releases/tag/v1.1), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2019b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.1

See release notes for this release on GitHub: https://github.com/m31L3r/KalmanFilter/releases/tag/v1.1
1.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.