Kalman Filter For Beginners With Matlab Examples Download Info

% Noise parameters process_noise_std = 0.5; % uncertainty in model (e.g., window opens) measurement_noise_std = 2; % sensor noise

% Initial guess x_est = 20; % initial estimate (wrong on purpose) P_est = 5; % initial uncertainty (high) kalman filter for beginners with matlab examples download

% Initial state [position; velocity] x_est = [0; 0]; P_est = [10 0; 0 10]; % Noise parameters process_noise_std = 0

for k = 1:T % --- Simulate measurement (with noise) --- z = true_temp + measurement_noise_std * randn; meas_history(k) = z; % Noise parameters process_noise_std = 0.5