Basic Kalman Filter Algorithm

Computes Kalman optimal gain and MMSE estimates of a system states. Examples with a variety of models.

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2025/8/30
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引用格式

Guilherme Keiel (2026). Basic Kalman Filter Algorithm (https://ww2.mathworks.cn/matlabcentral/fileexchange/88867-basic-kalman-filter-algorithm), MATLAB Central File Exchange. 检索时间: .

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1.0.4

Changed figure.
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1.0.3

Minor adjustments. More models to test.
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1.0.2

Small change related to process noise.
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1.0.1

Minor changes.
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1.0.0

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