kalman filter example

version 2.0.2 (4.94 KB) by Jitong Ding
This series of codes shows how to design and evaluate a Kalman filter based on a 2DoF mass-spring-damper system.

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Updated 19 Sep 2021

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There are three files about Kalman filter on a 2DoF mass-spring-damper system. You can find description for this simple system here: http://www1.aucegypt.edu/faculty/mharafa/MENG%20475/2DOF%20Systems%20Fall%202010.pdf.
Code 'comparison_c_d.m' teaches you how to discretise a continuous state-space model into a discrete state-space model and discuss the effect of sample time, since some of you may confuse (at least I did at first) whether the model should be continuous or discrete when using a Kalman filter.
Code 'kalman_filter_example_c.m' designs a Kalman filter on the system. All the state-space models in this code are continuous and the commands for designing Kalman filter are for continuous systems.
Code 'kalman_filter_example_d.m' designs a Kalman filter on the system. All the state-space models in this code are discrete and the commands for designing Kalman filter are for discrete systems.
The reason I wrote two Kalman filter codes for both continuous system and discrete system is that it is easy for a beginner (as I was) to get lost in deciding whether should I use the continuous model ,where should I discretise my model or which commands should I use. I hope this series of codes will clear your confusion.
Comments in the codes are detailed and you are welcome to ask questions.

Cite As

Jitong Ding (2022). kalman filter example (https://www.mathworks.com/matlabcentral/fileexchange/98814-kalman-filter-example), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2021a
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