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Learning the Kalman Filter in Simulink

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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.

Free download from Shareware Connection - The zip file contains a Simulink model, which describes a Gassian process and the Kalman filter

Publisher: Yi Cao | License: Freeware | Price: 0.00
Version: 2.1 | Size: 82 KB | Platform: Matlab, Scripts
Released Date: 19-06-2013 | Rating: 0 | Title: Learning the Kalman Filter in Simulink

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/18465/4/kalmanfilter.zip

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Learning the Kalman Filter in Simulink keywords:
Learning the Kalman Filter in Simulink related downloads:

Learning the Kalman Filter: A Feedback Perspective - The Kalman filter is a feedback system.

Matlab code of the Kalman filter Script - This is an implementation of Kalman Filter in Matlab

Visual Kalman Filter - a visual math tool to simulate Kalman filter for linear or nonlinear system.

Exact Negative Log-likelihood of ARMA models via Kalman Filtering - Several functions for evaluating the exact negative log-likelihood of ARMA models in O(n) time using the Kalman Filter.

Learning Kalman Filter Implementation in Simulink(R) - The models included shows three different ways to implement a kalman filter in Simulink(R).

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