Basic Kalman Filter Algorithm

Computes Kalman optimal gain and MMSE estimates of a system states. Examples with a variety of models.

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

Citation pour cette source

Guilherme Keiel (2026). Basic Kalman Filter Algorithm (https://fr.mathworks.com/matlabcentral/fileexchange/88867-basic-kalman-filter-algorithm), MATLAB Central File Exchange. Extrait(e) le .

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Informations générales

Compatibilité avec les versions de MATLAB

  • Compatible avec toutes les versions

Plateformes compatibles

  • Windows
  • macOS
  • Linux
Version Publié le Notes de version Action
1.0.4

Changed figure.

1.0.3

Minor adjustments. More models to test.

1.0.2

Small change related to process noise.

1.0.1

Minor changes.

1.0.0