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Kalman Filtering Toolbox Overview


Version 3

M-KFTOOL is a library of MATLAB m-file modules and main programs used for the implementation of discrete Kalman filtering applications. M-KFTOOL enables you to simulate a specific discrete Kalman filtering application quickly and easily without the need to code and test the basic Kalman filtering algorithms.

All m-files are compatible with MATLAB version 5.0 and higher, and most of them are also compatible with previous versions and Student Edition of MATLAB.

A complete (more than 150-pages) user's guide and reference manual contains detailed documentation for each module/program included in the library. To facilitate the search for a specific function, module/program or input/output file, the manual contains a complete reference table by function as well as lists of all modules, programs, input/output files in alphabetical order.

There are numerous fully explained examples (in excess of 40 pages) with input and output data, and generated plots; also a special section with discrete Kalman filtering applications is included. Overall, there are about 100 m-files (modules and main programs), and more than 50 input and output data files. A tutorial for UD implementation of discrete Kalman filtering algorithms is included.

The major building functions of the M-KFTOOL are divided in the following categories:

  • Matrix storage and allocation  

  • Specialized matrix operation  

  • Specialized statistics functions and utilities  

  • Specialized plotting programs.  

  • General purpose and conventional Kalman filtering functions  

  • Specialized U-D Kalman filtering functions  

  • Application dependent modules  

  • GPS application modules

The MATLAB source code is royalty free, i.e. the user can use this software in his/her particular application but is not permitted to resell the software as is or with changes.  
Please read carefully the software license agreement before using the software.

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