Extended Kalman Filter

Version 2.0 (12.7 KB) by Mehdi Khorasani
Extended Kalman filter for non-linear robotics systems.
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Updated 14 Aug 2021
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Create function handles for state tranition function, measurement function and their jacobian respectively. Calling "predict" and "correct" functions would perform the filtering tasks by interally calculating the system state as well as noisy observation respectively .
A history of system's observed states as well as predicted values are also maintained in the class which can be accessed directly.
A sample simulation using the toolbox can be found at https://github.com/mehhdiii/Extended-Kalman-Filter-Algorithm

Cite As

Mehdi Khorasani (2026). Extended Kalman Filter (https://github.com/mehhdiii/Extended-Kalman-Filter-Algorithm/releases/tag/2.0), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2021a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
2.0

See release notes for this release on GitHub: https://github.com/mehhdiii/Extended-Kalman-Filter-Algorithm/releases/tag/2.0
1.4

See release notes for this release on GitHub: https://github.com/mehhdiii/Extended-Kalman-Filter-Algorithm/releases/tag/1.4
1.3

See release notes for this release on GitHub: https://github.com/mehhdiii/Extended-Kalman-Filter-Algorithm/releases/tag/1.3
1.2

See release notes for this release on GitHub: https://github.com/mehhdiii/Extended-Kalman-Filter-Algorithm/releases/tag/1.2
1.1

Now maintains history of the following:
1. True Plant state vector (without noise)
2. Observed noisy measurement
3. Corrected state vector using EKF

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.