State estimation

A repository of algorithms for state estimation in modern control systems. Each algorithm has its own folder, containing the function code and a variety of systems as examples.

The following algorithms are available:

• Kalman filter
• Extended Kalman filter

Kalman filter

A code to compute Kalman optimal gain and minimum mean square error (MMSE) estimates of a system states. A variety of models is avaiable as example, being easily adaptable to other systems and inputs, which makes it good for study applications.

Considering an RC system with process noise where $y(t)$ is the capacitor voltage $v_c(t)$ and a square wave input signal $u(t)$, the following results are obtained:

Considering an DC motor system with process noise where $y(t)$ is the angular position $\theta (t)$, the following results are obtained:

Considering an RLC system with process noise where $y(t)$ is the capacitor voltage $v_c(t)$, the following results are obtained: