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    Abhinav Vadrevu
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    This document initializes variables for a Kalman filter simulation including the true state x, estimated state x_est, measurement y, and Kalman gain K. It generates a measurement with added white noise w, runs the Kalman filter estimation recursively for each time step to estimate x, and plots the mean squared error of the estimate over time.

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    MATLAB code for scalar maps estimation

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    Code2

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    This document initializes variables for a Kalman filter simulation including the true state x, estimated state x_est, measurement y, and Kalman gain K. It generates a measurement with added white noise w, runs the Kalman filter estimation recursively for each time step to estimate x, and plots the mean squared error of the estimate over time.

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    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
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    8 views1 page

    Code 2

    Uploaded by

    Abhinav Vadrevu
    This document initializes variables for a Kalman filter simulation including the true state x, estimated state x_est, measurement y, and Kalman gain K. It generates a measurement with added white noise w, runs the Kalman filter estimation recursively for each time step to estimate x, and plots the mean squared error of the estimate over time.

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    of 1

    clear;

    clc
    iter = 100;
    var_w = 1/300;
    x = zeros(1,iter);
    A = zeros(1,iter);
    x_est = zeros(1,iter);
    y = zeros(1,iter);
    K1 = zeros(1,iter);
    x(1,1)= 0.1;
    P(1,1) = 0.0405;
    x_est(1,1) = x(1,1) - sqrt(P(1,1));
    w = sqrt(var_w)*randn(1,iter);
    for m=1:(iter-1)
    x(1,m+1)=f(x(1,m));
    end
    y = x+w;
    A = 4 - 8*x;
    for n=1:(iter-1)
    K(1,n) = (A(1,n)*P(1,n)) / (P(1,n) + var_w);
    P(1,n+1) = ((A(1,n)^2)*var_w*P(1,n)) / (P(1,n) + var_w);
    x_est(1,n+1)=f(x_est(1,n)) + K(1,n)*(y(1,n)-x_est(1,n));
    end
    for k=1:iter
    total(1,k) =
    end
    plot(total);

    sum((x_est(1,1:k)-x(1,1:k)).^2)/k;

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