Basic Kalman Filter Algorithm
Computes Kalman optimal gain and MMSE estimates of a system states. Examples with a variety of models.
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A code to compute Kalman optimal gain and minimum mean square error (MMSE) estimates of a system states. Examples with a variety of models avaiable. Easily adaptable to other systems and inputs, which makes it good for study applications.
Cite As
Guilherme Keiel (2026). Basic Kalman Filter Algorithm (https://uk.mathworks.com/matlabcentral/fileexchange/88867-basic-kalman-filter-algorithm), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.4 (3.63 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
