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Estimating a constant state using the Kalman Filter

version 1.1.0.0 (112 KB) by Lazaros Moysis
Kalman Filter example for estimating a constant value

1.5K Downloads

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(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)
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 (https://www.mathworks.com/matlabcentral/fileexchange/37521-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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