Linear Kalman Filter
A fully commented script which explains Linear Kalman Filtering in the form of a simple example.
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This script implements the linear Kalman filter and shows its performance on a 2nd order under-damped LTI system.
The code consists of two main parts. In the first part, a noisy model with two state variables is simulated and in the second part, Kalman filtering is applied to estimate the real observations.
To write this code, I've got help from ReBEL MATLAB toolkit, available at:
http://choosh.csee.ogi.edu/rebel/
(in particular, 'dempe1.m' located in '..\examples\parameter_estimation')
Cite As
Amir Omidvarnia (2026). Linear Kalman Filter (https://www.mathworks.com/matlabcentral/fileexchange/29127-linear-kalman-filter), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.5.0.0 (2.46 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.5.0.0 | A small changes was applied onto the code. |
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| 1.3.0.0 | Some minor changes were applied on the comments. |
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| 1.2.0.0 | Some minor changes were applied on the comments. |
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| 1.1.0.0 | A screenshot was added to the page. |
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| 1.0.0.0 |
