To implement a Kalman filter in MATLAB, follow these steps:
The following code demonstrates how to use the MATLAB Control System Toolbox to implement a Kalman filter for a simple system:
main.m797 chars30 lines
In this example, the state-space model of the system is defined using the ss
function. The Kalman filter gains are designed using the kalman
function. The simulation of the system is performed using the lsim
function. The result is plotted using the plot
function.
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