Extended-Kalman-Filter---Matlab
Extended-Kalman-Filter---Matlab
This repo implements the extended Kalman Filter class which is a multi-purpose EKF to facilitate the implementation and verification of EKFs in Matlab for the post-processing setting.
The user has to define the following functions, and then pass them to the class initializer in order to build an instant of the EKF class:
- = , which is a propagation function of the state vector. The output of this function must be , the predicted value of the state vector, and where is the state transition matrix between the two time instants and
- = which is a function that returns the measurement vector at time .
- = : is the measurement model function. The output must be the vector of modeled measurements, the matrix , and optionally the measrement vector after removing outlaiar measuremets.
- , the state model covarience matrix (constant or callable),
- : measurement covarience matrix (constant or callable),
The EKF class has some visualization cababilities, which are illustrated in the example.
Cite As
Ahmed Mahfouz (2024). Extended-Kalman-Filter---Matlab (https://github.com/AhmedTahaha/Extended-Kalman-Filter---Matlab/releases/tag/v0.1), GitHub. Retrieved .
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examples
src/@EKF
src/@Filter
Version | Published | Release Notes | |
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0.1 |