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.
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:liu-5190 |
| Date | January 2005 |
| Creators | Rosén, Jakob |
| Publisher | Linköpings universitet, Institutionen för systemteknik, Institutionen för systemteknik |
| Source Sets | DiVA Archive at Upsalla University |
| Language | English |
| Detected Language | English |
| Type | Student thesis, info:eu-repo/semantics/bachelorThesis, text |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
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