Filter For Beginners With Matlab Examples Phil Kim Pdf Hot: Kalman

Here's a simple example of a Kalman filter implemented in MATLAB:

% Generate some measurements t = 0:0.1:10; x_true = sin(t); y = x_true + randn(size(t)); Here's a simple example of a Kalman filter

% Plot the results plot(t, x_true, 'r', t, x_est, 'b') xlabel('Time') ylabel('State') legend('True', 'Estimated') This example demonstrates a simple Kalman filter for estimating the state of a system with a single measurement. x_true = sin(t)