This is an example of the Kalman Filter in discrete time. We Implement the Kalman Filter to estimate
x(k)=x(k+1)=0.12345
using
z(k)=x(k)+w(k)
where
x: Constant state
z: Measurements
w: White noise with statistical properties w~N(0,0.01)
인용 양식
Lazaros Moysis (2024). Estimating a constant state using the Kalman Filter (https://www.mathworks.com/matlabcentral/fileexchange/155512-estimating-a-constant-state-using-the-kalman-filter), MATLAB Central File Exchange. 검색됨 .
MATLAB 릴리스 호환 정보
개발 환경:
R2023b
모든 릴리스와 호환
플랫폼 호환성
Windows macOS Linux태그
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!