Linear Kalman Filter

バージョン 1.5.0.0 (2.46 KB) 作成者: Amir Omidvarnia
A fully commented script which explains Linear Kalman Filtering in the form of a simple example.
4.3
(7)
ダウンロード: 6K
更新 2010/11/24

ライセンスの表示

This script implements the linear Kalman filter and shows its performance on a 2nd order under-damped LTI system.

The code consists of two main parts. In the first part, a noisy model with two state variables is simulated and in the second part, Kalman filtering is applied to estimate the real observations.

To write this code, I've got help from ReBEL MATLAB toolkit, available at:
http://choosh.csee.ogi.edu/rebel/
(in particular, 'dempe1.m' located in '..\examples\parameter_estimation')

引用

Amir Omidvarnia (2024). Linear Kalman Filter (https://www.mathworks.com/matlabcentral/fileexchange/29127-linear-kalman-filter), MATLAB Central File Exchange. 取得済み .

MATLAB リリースの互換性
作成: R2010a
すべてのリリースと互換性あり
プラットフォームの互換性
Windows macOS Linux
カテゴリ
Help Center および MATLAB Answers で State-Space Control Design and Estimation についてさらに検索

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

バージョン 公開済み リリース ノート
1.5.0.0

A small changes was applied onto the code.
1.3.0.0

Some minor changes were applied on the comments.
1.2.0.0

Some minor changes were applied on the comments.
1.1.0.0

A screenshot was added to the page.
1.0.0.0