Learning the Kalman Filter: A Feedback Perspective 1.0

Date Added: September 12, 2013 | Visits: 473

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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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