This code implements a simple Kalman filter for a sine wave with additive white Gaussian noise.
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“I really find this book interesting, since the book has in-numerous examples along with coding tricks that further clarifies the theory.” Amazon UK Where to Find and Download Examples This code implements a simple Kalman filter for
The book " Kalman Filter for Beginners: with MATLAB Examples In this example, we track a vehicle moving
Real-world tracking problems usually involve kinematics. In this example, we track a vehicle moving along a straight line at a constant velocity. Our sensor only tracks position, but the Kalman Filter will mathematically deduce the vehicle's hidden velocity simultaneously. Kinematic Equations Matrix Setup State Vector: State Transition Matrix (
We take the actual measurement and use it to adjust our prediction.
): A measure of how confident the filter is in its current estimation. Kalman Filter MATLAB Example: 1D Tracking