The Kalman filter is an algorithm that estimates the states of a system from indirect and uncertain measurements. Kalman filters are widely used for applications such as navigation and tracking, control systems, signal processing, computer vision, and econometrics.

You can use MATLAB®, Simulink®, and Control System Toolbox™ to design and simulate linear steady-state and time-varying, extended, and unscented Kalman filter, or particle filter algorithms. Read this set of examples and code to learn more about:

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