% Kalman loop for k = 1:length(meas) % Predict x = F x; P = F P*F' + Q;
Estimate position and velocity from noisy measurements. kalman filter matlab
Tuning Q and R is everything. Too low Q → filter ignores new data; too high → noisy output. % Kalman loop for k = 1:length(meas) %
After struggling with prediction/correction steps for a while, I implemented a basic Kalman filter for a 1D motion model in MATLAB. Sharing a clean working example. P = F P*F' + Q
% Update K = P*H' / (H*P*H' + R); x = x + K*(meas(k) - H*x); P = (eye(2) - K*H)*P;