Basic Kalman Filter Algorithm

Computes Kalman optimal gain and MMSE estimates of a system states. Examples with a variety of models.

Version 1.0.4 (3.63 KB)
1.3K Downloads
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30 Aug 2025
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Cite As

Guilherme Keiel (2026). Basic Kalman Filter Algorithm (https://ch.mathworks.com/matlabcentral/fileexchange/88867-basic-kalman-filter-algorithm), MATLAB Central File Exchange. Retrieved .

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MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
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  • Linux
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Version Published Release Notes
1.0.4

Changed figure.
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1.0.3

Minor adjustments. More models to test.
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1.0.2

Small change related to process noise.
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1.0.1

Minor changes.
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1.0.0

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