Extended Kalman Filter

Extended Kalman filter for non-linear robotics systems.

https://github.com/mehhdiii/Extended-Kalman-Filter-Algorithm

Version 2.0 (12.7 KB)
327 Downloads
(0)
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

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Cite As

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

General Information

MATLAB Release Compatibility

  • 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.