Extended Kalman Filter (EKF)

Version 1.0.0.0 (1.47 KB) by Nithya V S

Gives the estimated next state for the input state-space model

13.3K Downloads

Updated 25 Jul 2009

The state space model is nonlinear and is input to the function along with the current measurement. The function performs the extended Kalman filter update and returns the estimated next state and error covariance

Cite As

Nithya V S (2024). Extended Kalman Filter (EKF) (https://www.mathworks.com/matlabcentral/fileexchange/24855-extended-kalman-filter-ekf), MATLAB Central File Exchange. Retrieved November 21, 2024.

MATLAB Release Compatibility

Created with R2008a

Compatible with any release

Platform Compatibility

Windows macOS Linux

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Acknowledgements

Inspired: Speed sensorless using Kalman EKF filter - PMSM R2024a

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ekf(f,Q,h,y,R,del_f,del_h,x_hat,P_hat)

Version	Published	Release Notes
1.0.0.0	25 Jul 2009		Download