Learning the Kalman Filter in Simulink v2.1

A Simulink model to learn the Kalman filter for Gassian processes.

The zip file contains a Simulink model, which describes a Gassian process and the Kalman filter. A m-script is provided to show how to use this model from the command window. Two examples taken from the File Exchange are included in the m-file to explain how the Kalman filter works.

The package provides a way for beginners to learn the Kalman filter by just editting the model parameters without the need to know the details of calculation. By looking into masked subsystems, you will also be albe to learn how it can be implemented in Simulink.

The model is developed in R14SP1 (MATLAB 7.0.1, Simulink 6.1). If you require it to work with previous version, please let me know.

The new version removes a bug so that it can correctly work with non-zero D.