Learning the Kalman Filter

Version 1.0.0.0 (2.83 KB) by Michael Kleder

Basic Kalman filter, heavily commented, for beginners to Kalman filtering.

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183.1K Downloads

Updated 12 Oct 2005

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Editor's Note: This file was selected as MATLAB Central Pick of the Week Popular File 2008 2009 2010 2011 2012

When I first studied Kalman filtering, I saw many advanced signal processing submissions here at the MATLAB Central File exchange, but I didn't see a heavily commented, basic Kalman filter present to allow someone new to Kalman filters to learn about creating them. So, a year later, I've written a very simple, heavily commented discrete filter.

Cite As

Michael Kleder (2024). Learning the Kalman Filter (https://www.mathworks.com/matlabcentral/fileexchange/5377-learning-the-kalman-filter), MATLAB Central File Exchange. Retrieved November 22, 2024.

MATLAB Release Compatibility

Created with R11.1

Compatible with any release

Platform Compatibility

Windows macOS Linux

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Acknowledgements

Inspired: Kalman Filter Tutorial, Learning the Extended Kalman Filter, Learning the Unscented Kalman Filter, Learning the Kalman Filter in Simulink v2.1

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kalmanf(s)

Version	Published	Release Notes
1.0.0.0	12 Oct 2005	comment change	Download