Return to search

A Framework for Nonlinear Filtering in MATLAB

<p>The object of this thesis is to provide a MATLAB framework for nonlinear filtering in general, and particle filtering in particular. This is done by using the object-oriented programming paradigm, resulting in truly expandable code. Three types of discrete and nonlinear state-space models are supported by default, as well as three filter algorithms: the Extended Kalman Filter and the SIS and SIR particle filters. Symbolic expressions are differentiated automatically, which allows for comfortable EKF filtering. A graphical user interface is also provided to make the process of filtering even more convenient. By implementing a specified interface, programming new classes for use within the framework is easy and guidelines for this are presented.</p>

Identiferoai:union.ndltd.org:UPSALLA/oai:DiVA.org:liu-5190
Date January 2005
CreatorsRosén, Jakob
PublisherLinköping University, Department of Electrical Engineering, Institutionen för systemteknik
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeStudent thesis, text

Page generated in 0.0022 seconds