This is an example of the Kalman Filter in discrete time. We Implement the Kalman Filter to estimate
x: Constant state
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.
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
Platform CompatibilityWindows macOS Linux
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!Start Hunting!