Kalman Filter Free MATLAB Library with Source Code Examples

The Kalman Filter MATLAB library offers numerous open-source programs that facilitate understanding of Kalman Filter concepts and their practical implementation. These source codes provide working examples of state estimation algorithms, including both linear and extended Kalman filters (EKF), with clear demonstrations of prediction and correction steps. The library includes essential MATLAB functions such as kf_predict for state prediction and kf_update for measurement correction, along with utilities for covariance matrix initialization and noise parameter configuration. Additionally, it contains specialized tools for different filter variants like Unscented Kalman Filters (UKF) and optimization techniques such as adaptive tuning methods. These resources enable users to analyze real-time data processing, system modeling, and algorithm performance evaluation. For researchers and engineers interested in Kalman filtering, this MATLAB library serves as an excellent foundation for both learning fundamental principles and developing advanced applications involving sensor fusion, navigation systems, and control engineering.