Learning the Kalman-Bucy Filter in Simulink

Version 1.0.0.0 (54,8 ko) par Yi Cao
A Simulink model to learn the continuous-time Kalman-Bucy Filter
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Mise à jour 29 jan. 2008

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This model simulates the continuous-time version of Kalman filter, i.e. Kalman-Bucy filter working with a continuous-time Gassian process. An m-file is developed to provide several examples to show how the Simulink model can be used.

The package is suitable for beginner to learn the Kalman-Bucy filter by just changing the model parameters without to know the details of calculations. By looking into masked subsystems, you will also be albe to learn how it can be implemented in Simulink.

The model is developed in MATLAB R14SP1 (MATLAB 7.0.1, Simulink 6.1). If there is a need to work with previous version, please let me know.

Citation pour cette source

Yi Cao (2024). Learning the Kalman-Bucy Filter in Simulink (https://www.mathworks.com/matlabcentral/fileexchange/18485-learning-the-kalman-bucy-filter-in-simulink), MATLAB Central File Exchange. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R14SP1
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux
Remerciements

Inspiré par : Learning the Kalman Filter in Simulink v2.1

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kalman-bucy/

kalman-bucy/html/

Version Publié le Notes de version
1.0.0.0

update examples and the html file.