KALMTOOL for use with MATLAB

Peter Magnus Nørgaard, Ole Ravn, Niels Kjølstad Poulsen

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-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 languageEnglish
Title of host publication13th IFAC Symposium on System Identification SYSID03
Publication date2003
Publication statusPublished - 2003
Event13th IFAC Symposium on System Identification (SYSID-2003) - Rotterdam, Netherlands
Duration: 27 Aug 200329 Aug 2003
Conference number: 13

Conference

Conference13th IFAC Symposium on System Identification (SYSID-2003)
Number13
CountryNetherlands
CityRotterdam
Period27/08/200329/08/2003

Cite this

Nørgaard, P. M., Ravn, O., & Poulsen, N. K. (2003). KALMTOOL for use with MATLAB. In 13th IFAC Symposium on System Identification SYSID03 http://www.oersted.dtu.dk/publications/p.php?651