Math and Engineering

Manual of Visual Kalman Filter

Visual Kalman Filter provides a visual method to estimate the state of a process for Kalman filter designer users. The users need not install matlab, and there are only three steps to operate it. Finally if you click the state you want to observe, the figure and the values of the estimated result will appear immediately. The main operation you need to do is to set initial matrice. User has two choices: 1. Open an existent matrice txt file edited beforehand. For example, user can open the txt files in the folder 'Demos' in the installed path. 2. Fill the matrice manually, and save them in a txt file at last.

Step1: Choose the discrete or continuous system to design. Set the initial value of matrix X0, P0,Time interval, Times, and the obversion matrix Z.
Step2: Set the coefficient matrice of A, B, U, H, Q, R.
Step3: Click 'Step3: Result'' tab, and you'll find the result of X,P. Click X or P, you'll get the result and the figure.

How to design Kalman Filter

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