--- Kalman Filter For Beginners With Matlab Examples Best Review

% Store results est_pos(k) = x_est(1); est_vel(k) = x_est(2); end

% Measurement noise covariance R R = measurement_noise^2; --- Kalman Filter For Beginners With MATLAB Examples BEST

x_est = x_pred + K * y; P = (eye(2) - K * H) * P_pred; % Store results est_pos(k) = x_est(1); est_vel(k) =

% Update (using a dummy measurement) S = H * P_pred * H' + R; K = P_pred * H' / S; P = (eye(2) - K * H) * P_pred; % Store results est_pos(k) = x_est(1)