Learning the Kalman Filter: A Feedback Perspective (Scripts) Publisher's description
from Yi Cao
The Kalman filter is a feedback system.
The Kalman filter is a feedback system. A Simulink model is developed to view this more clearly. From the feedback blocks, it is clear the normal Kalman filter is a linear time-variant system. By replacing the time-varying filter gain with its steady-state values, a simple linear time-invariant version of Kalman filter is provided in Simulink as well. Examples show that all these models provide similar performance.
System Requirements:MATLAB 7.5 (R2007b)
Program Release Status: New Release
Program Install Support: Install and Uninstall