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Kalman Filtering Toolbox Features

Due to the fact that this software tool is primarily addressed to a practicing engineer, effort was made to implement the most efficient algorithms available in the technical literature. Both discrete conventional and U-D form Kalman filter formulations are included. When appropriate, more than one module performs the same mathematical computation by using different methods, so you can select the approach that best meets your specific requirements.

The MATLAB Kalman Filtering Software Toolbox contains numerous main programs that can be modified to fit specific application needs. Once the model of the application is derived or selected, the practitioner can use the software library to implement and test the validity of the proposed Kalman filtering application.

Here is a summary of the most significant features of M-KFToolbox software:

  •       all m-file modules and programs are written in MATLAB language/environment

  •       all m-file modules are free of input/output statements (except, of course, for those utilities that require printed output/graph, if any)

  •       all m-file modules are provided with detailed documentation, including scope, usage, description of parameters, remarks/notes, references, external MATLAB macros/ modules used, and date of last update  

  •       all m-file main programs are provided with detailed documentation, 
    including scope, usage, list of inputs, list of outputs,  references, 
    external MATLAB modules used, and date of last update

  •       all main programs are provided with input/output reference data, and several detailed examples are given

  •       flexibility, user-friendly, and open-ended strategy. An open-ended strategy was followed which means that the user can either complement the M-KFToolbox services with his own functions or, alternatively, use M-KFToolbox functions as add-ons in conjunction with other libraries.


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