Basic Kalman Filter Algorithm

Version 1.0.2 (2.79 KB) by Guilherme Keiel
Computes Kalman optimal gain and MMSE estimates of a system states. Examples with first and second order models.
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Updated 2 Apr 2021

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A code to compute Kalman optimal gain and minimum mean square error (MMSE) estimates of a system states. Examples with first and second order models. Easily adaptable to other systems and inputs, which makes it good for study applications.

Cite As

Guilherme Keiel (2024). Basic Kalman Filter Algorithm (https://www.mathworks.com/matlabcentral/fileexchange/88867-basic-kalman-filter-algorithm), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.2

Small change related to process noise.
1.0.1

Minor changes.
1.0.0