Kalman filters are essentially a series of matrix multiplications. MATLAB handles these natively and fast.
The result is a "Best Estimate" that is more accurate than either the guess or the measurement alone. MATLAB Example: Tracking a Constant Velocity Object kalman filter for beginners with matlab examples download
If you have the Control System Toolbox , you can use the kalman command to design complex filters automatically. Kalman filters are essentially a series of matrix
Imagine you are tracking a toy car moving in a straight line. 1. The Prediction (The "Guess") kalman filter for beginners with matlab examples download