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Kalman Filter Simulation

Software Project for the course ECE 751 Detection and Estimation Theory.

The project is divided into 2 parts: ECE_751_proj1 and ECE_751_proj2.

The project1 uses the benchmark example of the velocity motion model to create the function: function [X,Y] = kalman_filter(N,F,G,C,sigma_w,sigma_a, X_0)

Project2 includes the benchmark case where we are using the Kalman filter to estimate the position and velocity of a moving object based on noisy measurements of its position. Kalman filter will be used to make future predictions using past values to correct the estimated state.

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