The zip file contains a Simulink model, which describes a Gassian process and the Kalman filter. A m-script is provided to show how to use this model from the command window. Two examples taken from the File Exchange are included in the m-file to explain how the Kalman filter works.
The package provides a way for beginners to learn the Kalman filter by just editting the model parameters without the need to know the details of calculation. By looking into masked subsystems, you will also be albe to learn how it can be implemented in Simulink.
The model is developed in R14SP1 (MATLAB 7.0.1, Simulink 6.1). If you require it to work with previous version, please let me know.
The new version removes a bug so that it can correctly work with non-zero D.
引用格式
Yi Cao (2024). Learning the Kalman Filter in Simulink v2.1 (https://www.mathworks.com/matlabcentral/fileexchange/18465-learning-the-kalman-filter-in-simulink-v2-1), MATLAB Central File Exchange. 检索时间: .
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- Control Systems > Control System Toolbox > Control System Design and Tuning > State-Space Control Design and Estimation >
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致谢
参考作品: Learning the Kalman Filter, An Intuitive Introduction to Kalman Filter
启发作品: Learning the Kalman-Bucy Filter in Simulink, Learning the Kalman Filter: A Feedback Perspective
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