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Learning the Kalman Filter: A Feedback Perspective 1.0

  Date Added: September 12, 2013  |  Visits: 250

Learning the Kalman Filter: A Feedback Perspective

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The Kalman filter is a feedback system. A Simulink model is developed to view this more clearly. From the feedback blocks, it is clear the normal Kalman filter is a linear time-variant system. By replacing the time-varying filter gain with its steady-state values, a simple linear time-invariant version of Kalman filter is provided in Simulink as well. Examples show that all these models provide similar performance.

Requirements: No special requirements
Platforms: Matlab
Keyword: Developed Examples Feedback Filter Model Models Performance Provide Provided Replacing Similar Simple Simulink Steadystate System Timeinvariant Timevarying Values Version
Users rating: 0/10

License: Freeware Size: 10 KB
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