Estimating a constant state using the Kalman Filter

版本 1.0.2 (2.0 KB) 作者: Lazaros Moysis
Kalman Filter example for estimating a constant value
0.0
(0)
25.0 次下载
更新时间 2024/8/6

查看许可证

This is an example of the Kalman Filter in discrete time. We Implement the Kalman Filter to estimate
x(k)=x(k+1)=0.12345
using
z(k)=x(k)+w(k)
where
x: Constant state
z: Measurements
w: White noise with statistical properties w~N(0,0.01)
See the reference list for information on the Kalman filter, especially [1].
Lazaros Moysis
Youtube channel: https://www.youtube.com/@lazarosmoysis5095
RG: https://www.researchgate.net/profile/Lazaros-Moysis

引用格式

Lazaros Moysis (2024). Estimating a constant state using the Kalman Filter (https://www.mathworks.com/matlabcentral/fileexchange/155512-estimating-a-constant-state-using-the-kalman-filter), MATLAB Central File Exchange. 检索时间: .

MATLAB 版本兼容性
创建方式 R2023b
兼容任何版本
平台兼容性
Windows macOS Linux

Community Treasure Hunt

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

Start Hunting!

版本 已发布 发行说明
1.0.2

fixed typos and improved the figure printing
1.0.1

fixed tags
1.0.0