Kalman Filters

  • Michael Paluszek
  • Stephanie Thomas


The remainder of the book provides machine learning examples in MATLAB that span the technologies discussed. Each example provides a useful application in its own right. Full source code is provided. In each case the theory behind the code is provided. References for further study are provided. Each example is self-contained and addresses one of the autonomous learning technologies discussed earlier in the book. You can jump around and try the examples that interest you the most.


State Vector Kalman Filter Measurement Noise Extended Kalman Filter Unscented Kalman Filter 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


  1. [1]
    S. Sarkka. Lecture 3: Bayesian Optimal Filtering Equations and the Kalman Filter. Technical report, Department of Biomedical Engineering and Computational Science, Aalto University School of Science, February 2011.Google Scholar
  2. [2]
    M. C. VanDyke, J. L. Schwartz, and C. D. Hall. Unscented Kalman filtering for spacecraft attitude state and parameter estimation. Advances in Astronautical Sciences, 2005.Google Scholar

Copyright information

© Michael Paluszek, Stephanie Thomas  2017

Authors and Affiliations

  • Michael Paluszek
    • 1
  • Stephanie Thomas
    • 1
  1. 1.New JerseyUSA

Personalised recommendations