Extended Kalman Filter (EKF) and Global Positioning System (GPS) Algorithms
This ZIP file contains fundamental principles and concise documentation for both Extended Kalman Filter (EKF) and Global Positioning System (GPS) algorithms. The primary objective is to provide a relatively straightforward EKF implementation that processes input functions directly rather than handling complex symbolic expressions. It serves as an introductory guide to Kalman filtering algorithms for GPS applications, facilitating deeper understanding of their underlying concepts. The EKF demonstration includes source materials comparing positioning solutions using both Extended Kalman Filter and Least Squares methods. The package comprises four MATLAB M-files and two data files, where Extended_KF.m contains the core EKF function implementation alongside supplementary functions and GPS sample data files.