Extended Kalman Filter Developed in MATLAB

Resource Overview

This program is an Extended Kalman Filter implementation developed using MATLAB for state estimation and data filtering applications.

Detailed Documentation

In this document, we present a MATLAB-developed implementation of the Extended Kalman Filter. Specifically, the Kalman Filter represents a mathematical algorithm designed for state estimation and data filtering, while this program extends the basic algorithm to handle more complex nonlinear systems through linearization techniques. The developer utilized MATLAB, a professional mathematical software platform widely adopted across various scientific disciplines, to create this implementation. The code features key components including state transition functions, measurement models, Jacobian matrix calculations, and covariance propagation routines. Through using this program, users can gain deeper insights into the fundamental principles of Kalman Filter algorithms and apply them to solve more sophisticated real-world problems involving nonlinear dynamics and measurement systems.