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Adaptive kalman via a modified Sage-Husa algorithm

version 1.1.1 (53.7 KB) by FiltSamp
Correct one error about the order of q and Q. Give the derivation about q and Q. Add some note.


Updated 07 Apr 2021

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This program implement the adaptive kalman filter via a modified version of Sage-Husa Algorithm. Through the esimation of the noise, it can get better estimation performance of the signal than the orignal kalman filter. In this program, because the measure value equal to the state variable add a noise, so the Sage-Husa can direct estimate the total noise.

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FiltSamp (2021). Adaptive kalman via a modified Sage-Husa algorithm (, MATLAB Central File Exchange. Retrieved .

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MATLAB Release Compatibility
Created with R2021a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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