Kalman filtering framework

版本 1.0.0.0 (22.0 KB) 作者: David Ogilvie
Object framework for filtering using Kalman filter, EKF, or UKF.
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更新时间 2009/8/22

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Object-based framework for performing Kalman filtering for discrete time systems or continuous-discrete hybrid systems. Includes code for the classical Kalman filter for linear systems, the extended Kalman filter (EKF), and the more recent unscented Kalman filter (UKF). Both linear and non-linear noise in the system and observation are permitted.

Three examples are included in the demos folder.

引用格式

David Ogilvie (2025). Kalman filtering framework (https://ww2.mathworks.cn/matlabcentral/fileexchange/25108-kalman-filtering-framework), MATLAB Central File Exchange. 检索时间: .

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KalMat/

KalMat/demos/

版本 已发布 发行说明
1.0.0.0