Kalman Filter For Beginners With Matlab Examples Download ((full)) -

“Muy buen libro para comprender la aplicación del filtro (no la matemática).” Amazon.com.be

% Run the Kalman filter for i = 1:length(t) % Prediction step x_pred = A * x_est; P_pred = A * P_est * A' + Q; kalman filter for beginners with matlab examples download

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% Plot the results plot(1:num_samples, measurements, 'r.', 'MarkerSize', 10); hold on; plot(1:num_samples, x_history, 'b-', 'LineWidth', 2); plot(1:num_samples, true_voltage*ones(1,num_samples), 'k--', 'LineWidth', 2); legend('Noisy Measurements', 'Kalman Filter Estimate', 'True Voltage'); xlabel('Time step'); ylabel('Voltage'); title('Kalman Filter for Constant Voltage Estimation'); grid on; 'Kalman Filter Estimate'

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Notice how the current_estimate starts at 35 (a very bad guess compared to the true value of 50). Within just a few iterations, the filter identifies that the sensor data centers around 50, filters out the heavy spikes, and locks onto the true value smoothly.