| Concept | Meaning | |---------|---------| | | Guess next state using system model | | Update | Correct guess using measurement | | Kalman Gain (K) | Balances trust between model and measurement | | Q matrix | Process noise (model uncertainty) | | R matrix | Measurement noise (sensor uncertainty) |
% --- System Definition --- % State: x = [position; velocity] % Model: x(k) = A * x(k-1) + B * u(k) + w(k) kalman filter for beginners with matlab examples download
Kalman filters are essentially a series of matrix multiplications. MATLAB handles these natively and fast. | Concept | Meaning | |---------|---------| | |
The code is also compatible with GNU Octave (free, open-source MATLAB alternative). Download Octave from octave.org , paste the code, and run it. paste the code