for k = 1:n_iter
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subplot(2,1,1); plot(t, true_pos, 'g-', 'LineWidth', 2); hold on; plot(t, measurements, 'r.', 'MarkerSize', 6); plot(t, stored_x(1,:), 'b-', 'LineWidth', 2); legend('True Position', 'Noisy Measurements', 'Kalman Filter Estimate'); xlabel('Time (s)'); ylabel('Position (m)'); title('Kalman Filter: Tracking Position with Noisy Sensor'); grid on; % Update the estimate with the measurement %
% Velocity Plot subplot(2, 1, 2); plot(t, true_velocity, 'g', 'LineWidth', 2); hold on; plot(t, est_velocity, 'b-', 'LineWidth', 2); legend('True Velocity', 'Kalman Estimate'); xlabel('Time (s)'); ylabel('Velocity (m/s)'); title('Velocity 'Kalman Filter Estimate')
If you have ever wondered how a GPS knows exactly where you are even when the signal is noisy, or how a robot balances itself, the answer is likely the .
% Update the estimate with the measurement % z(k) is the current sensor reading x = x + K * (measurements(k) - H * x);
Copy and paste this code directly into MATLAB to see the filter in action: