Kalman Filter For Beginners With Matlab Examples Download Top -

% Measurement update z = measurements(k); y = z - H * x_pred; S = H * P_pred * H' + R; K = P_pred * H' / S;

for k = 1:N % Prediction with known input x_pred = F * x_est + B * u; P_pred = F * P_est * F' + Q; % Measurement update z = measurements(k); y =

% Storage for results stored_x = zeros(2, N); stored_P = zeros(2, 2, N); % Measurement update z = measurements(k)