The Kalman filter is an algorithm that estimates the states of a system from indirect and uncertain measurements. Kalman filters are widely used for applications such as navigation and tracking, control systems, signal processing, computer vision, and econometrics.

You can use MATLAB®, Simulink®, and Control System Toolbox™ to design and simulate linear steady-state and time-varying, extended, and unscented Kalman filter, or particle filter algorithms. Download this set of examples and code to learn more about:

  • Kalman filtering: steady-state and time-varying Kalman filter design and simulation in MATLAB
  • State estimation using a time-varying Kalman filter: design of a navigation and tracking system in Simulink
  • Estimating states of a nonlinear system with multiple, multirate sensors: position and velocity estimation of an object with GPS and radar sensors operating at different sample rates
  • Nonlinear state estimation using unscented Kalman filter and particle filter: nonlinear state estimation of a van der Pol oscillator from noisy measurements
  • Nonlinear state estimation of a degrading battery system: unscented and event-based Kalman filter design to estimate the nonlinear states of a lithium battery
  • Tracking maneuvering targets: tracking filter design using single motion and multiple motion models