This Matlab code is the framework that applies Liner Kalman Filter to SISO System and MIMO System.
State Estimation for Random work with KalmanFilter
State Estimation for MIMO System with KalmanFilter
This code is written in Object-Oriented programming, not structured programming.
Furthermore, the present invention can be applied to various systems only by changing the system matrix.
- MATLAB
You can reproduce State Estimation by cloning the code and executing KalmanFilter_SISO_System and KalmanFilter_MIMO_System.
git clone https://github.com/Ramune6110/KalmanFilter-Framework.gitI don't test environments under Linux and Mac.
- Ramune6110
"KalmanFilter-Framework" is under MIT license.