KALMTOOL for use with MATLAB

Peter Magnus Nørgaard; Ole Ravn; Niels Kjølstad Poulsen

KALMTOOL for use with MATLAB

Peter Magnus Nørgaard, Ole Ravn, Niels Kjølstad Poulsen

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

Abstract

The KALMTOOL toolbox is a set of MATLAB tools for state estimation for nonlinear systems. The toolbox contains functions for extended Kalman filtering as well as for two new filters called the DD1 filter and the DD2 filter. The toolbox specifically addresses the problem of not having observations available at all sampling instants. All functions are available as m-functions but for faster (much faster!) execution, the DD1 and DD2 filters are also available as C Mex files for MATLAB under Windows and Linux. The toolbox requires MATLAB 6. No additional toolboxes are required.

Original language	English
Title of host publication	13th IFAC Symposium on System Identification SYSID03
Publication date	2003
Publication status	Published - 2003
Event	13th IFAC Symposium on System Identification (SYSID-2003) - Rotterdam, Netherlands Duration: 27 Aug 2003 → 29 Aug 2003 Conference number: 13

Conference

Conference	13th IFAC Symposium on System Identification (SYSID-2003)
Number	13
Country/Territory	Netherlands
City	Rotterdam
Period	27/08/2003 → 29/08/2003

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@inproceedings{b24338cfbf314a8aba4922fd7d94c1b5,

title = "KALMTOOL for use with MATLAB",

abstract = "The KALMTOOL toolbox is a set of MATLAB tools for state estimation for nonlinear systems. The toolbox contains functions for extended Kalman filtering as well as for two new filters called the DD1 filter and the DD2 filter. The toolbox specifically addresses the problem of not having observations available at all sampling instants. All functions are available as m-functions but for faster (much faster!) execution, the DD1 and DD2 filters are also available as C Mex files for MATLAB under Windows and Linux. The toolbox requires MATLAB 6. No additional toolboxes are required.",

keywords = "State estimation, Kalman filter, Extended Kalman filters, non-linear systems",

author = "N{\o}rgaard, {Peter Magnus} and Ole Ravn and Poulsen, {Niels Kj{\o}lstad}",

year = "2003",

language = "English",

booktitle = "13th IFAC Symposium on System Identification SYSID03",

note = "13th IFAC Symposium on System Identification (SYSID-2003) , SYSID 2003 ; Conference date: 27-08-2003 Through 29-08-2003",

}

TY - GEN

T1 - KALMTOOL for use with MATLAB

AU - Nørgaard, Peter Magnus

AU - Ravn, Ole

AU - Poulsen, Niels Kjølstad

N1 - Conference code: 13

PY - 2003

Y1 - 2003

N2 - The KALMTOOL toolbox is a set of MATLAB tools for state estimation for nonlinear systems. The toolbox contains functions for extended Kalman filtering as well as for two new filters called the DD1 filter and the DD2 filter. The toolbox specifically addresses the problem of not having observations available at all sampling instants. All functions are available as m-functions but for faster (much faster!) execution, the DD1 and DD2 filters are also available as C Mex files for MATLAB under Windows and Linux. The toolbox requires MATLAB 6. No additional toolboxes are required.

AB - The KALMTOOL toolbox is a set of MATLAB tools for state estimation for nonlinear systems. The toolbox contains functions for extended Kalman filtering as well as for two new filters called the DD1 filter and the DD2 filter. The toolbox specifically addresses the problem of not having observations available at all sampling instants. All functions are available as m-functions but for faster (much faster!) execution, the DD1 and DD2 filters are also available as C Mex files for MATLAB under Windows and Linux. The toolbox requires MATLAB 6. No additional toolboxes are required.

KW - State estimation

KW - Kalman filter

KW - Extended Kalman filters

KW - non-linear systems

M3 - Article in proceedings

BT - 13th IFAC Symposium on System Identification SYSID03

T2 - 13th IFAC Symposium on System Identification (SYSID-2003)

Y2 - 27 August 2003 through 29 August 2003

ER -

KALMTOOL for use with MATLAB

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