Title :
Derivative free filtering using Kalmtool
Author :
Bayramoglu, E. ; Hansen, S. ; Ravn, O. ; Poulsen, Niels Kjolstad
Author_Institution :
Dept. of Electr. Eng., Tech. Univ. of Denmark, Lyngby, Denmark
Abstract :
In this paper we present a toolbox enabling easy evaluation and comparison of different filtering algorithms. The toolbox is called Kalmtool 4 and is a set of MATLAB tools for state estimation of nonlinear systems. The toolbox contains functions for extended Kalman filtering as well as for DD1 filter and the DD2 filter. It also contains functions for Unscented Kalman filters as well as several versions of particle filters. The toolbox requires MATLAB version 7, but no additional toolboxes are required.
Keywords :
Kalman filters; nonlinear filters; particle filtering (numerical methods); software tools; state estimation; DD1 filter; DD2 filter; Kalmtool 4; MATLAB tools; MATLAB version 7; derivative free filtering; extended Kalman filtering; filtering algorithms; nonlinear systems; particle filters; state estimation; unscented Kalman filters; Data models; Equations; Estimation; Kalman filters; MATLAB; Mathematical model; Numerical models; Derivative free filtering Nonlinear systems; Kalman filtering; Simulation; Software tools; State estimation;
Conference_Titel :
Information Fusion (FUSION), 2010 13th Conference on
Conference_Location :
Edinburgh
Print_ISBN :
978-0-9824438-1-1
DOI :
10.1109/ICIF.2010.5712077
