Hello. I just started to study Kalman filter for parameter estimation in state space model based on physics. After reading some introductory material, I thought so-called "joint extended kalman filter" might be the method for me. In that method, the parameters which I want to estimate are supposed to be additional members to states vector. Please recommend me useful toolbox to accelerate my job here. I could find some toolboxes from google search such as ReBEL, M-KFTool, KALMTOOL. The comments about those, recommendation for another toolbox, or any advice will be appreciated. Thank you in advance.
(Joint) Extended Kalman Filter toolbox , package,.....
Started by ●December 15, 2004
Reply by ●December 17, 20042004-12-17
Hi MotorPump, ] After reading some introductory material, I thought so-called "joint ] extended kalman filter" might be the method for me. In that method, the ] parameters which I want to estimate are supposed to be additional ] members to states vector. Usually it's the state that you want to estimate, so just set up your problem to include the parameters of interest in the state. ] Please recommend me useful toolbox to accelerate my job here. I could ] find some toolboxes from google search such as ReBEL, M-KFTool, ] KALMTOOL. There's nothing like building one yourself! Matlab or Scilab (the free version of matlab) should be able to help you there. Figure out what the signal model is that generated the signal (the thing you can measure), then just apply the Kalman filter equations (or extended Kalman filter equations) and out pops your answer (estimate). Ciao, Peter K.