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Estimating a constant state using the Kalman Filter

version (112 KB) by Lazaros Moysis
Kalman Filter example for estimating a constant value


Updated 23 May 2014

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This is an example of the Kalman Filter in discrete time. We Implement the Kalman Filter to estimate
x: Constant state
z: Measurements
w: White noise with statistical properties w~N(0,0.01)
Update: In this update The comments are fixed and presented in a better way. Also included is an html file created with the publish feature and a pdf file created in latex. Both help in the better presentation of the results.

Cite As

Lazaros Moysis (2021). Estimating a constant state using the Kalman Filter (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2013a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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