Learning the Kalman Filter: A Feedback Perspective
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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.
Free download from Shareware Connection - The Kalman filter is a feedback system.
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 03-01-2013 | Rating: 0 | Title: Learning the Kalman Filter: A Feedback Perspective
Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/18628/2/feedbackkf.zip
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