Extended Kalman Filter Tracking Object in 3-D 1.0 Description

Description: Using Kalman filter to track object in 3D. Comparing Extended Kalman filter to its linear version. Assume that we want to track an object moving in 3-D space with constant velocity. Our instruments observe bearing, range and high(cylindrical coordinates). However, of an interest are rectangular coordinates. Since transformation is non-linear this requires use of extended Kalman filter. Because transformation is non-linear between X,Y and Range,Bearing and linear between Z and high(Z is height), this problems serves as a good comparason of how well extended Kalman filter can perform. By comparing its linear estimation error in Z to non-linear estimations in X and Y, we can judge how non-familiarities effect estimation.

The extended Kalman filter can not only estimate states of nonlinear dynamic systems from noisy measurements but also can be used to estimate parameters of a nonlinear system. A direct application of parameter estimation is to train artificial neural networks. This function and an embeded example shows a way how this can be done.

Similar to using the extended Kalman filter, Neural Networks can also be trained through parameter estimation using the unscented Kalman filter. This file provides a function for this purpose. It also includes an example to show how to use this...

The Kalman filter is actually a feedback approach to minimize the estimation error in terms of sum of square. This approach can be applied to general nonlinear optimization. This function shows a way using the extended Kalman filter to solve some...

MATLABs most commonly used 3-d plotting tools surf and mesh require rectangular grids to plot in 3-d, not x,y,z triples. This function converts arrays of x,y,z triples into rectangular grids to use with surf, mesh, etc.

Tracking of a red point in video which is moving according the parametric equation of Astroid using 5 equations of Kalman Filter. Generate Video file makes a video of a Large square block moving according the equation of Astroid. Kalman...

The Kalman filter is a feedback system. A Simulink model is developed to view this more clearly. From the feedback blocks, it is clear the normal Kalman filter is a linear time-variant system. By replacing the time-varying filter gain with its...

This zip file contains a brief illustration of principles and algorithms of both the Extended Kalman Filtering (EKF) and the Global Position System (GPS). It is designed primarily to provide a relatively easy-to-implement EKF, in which we use...

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