Kalman Filter Design, Modeling, Simulation and Practical Applications

摘要

In this paper the design of Kalman filter for linear single input-output systems, modeling and simulation results for practical applications are developed. Based on theoretical very good literature on this theme, but too few applications, the author presents the necessary mathematical equations for designing a comprehensive Kalman filter, and the methods to calculate the matrix, more precisely the transition matrix Φ(Δt). In the paper you find many practical examples of direct order systems together with models and good simulation results.