Kalman Filter For Beginners With Matlab Examples Download Top ^hot^ ◆

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Kalman Gain: This is the magic number. If the sensor is reliable, the gain is high. If the sensor is noisy, the gain is low.

To understand the "Top" implementations, we must look at the most common beginner example:

% State Vector: x = [position; velocity] x = [0; 0]; % Initial guess (we assume it starts at 0,0 - this is wrong on purpose to test the filter)

% Plot True Path plot(true_positions, 'g-', 'LineWidth', 2, 'DisplayName', 'True Position');