A Framework for Nonlinear Filtering in MATLAB

University essay from Linköpings universitet/Institutionen för systemteknik


The object of this thesis is to provide a MATLAB framework for nonlinear filtering in general, and particle filtering in particular. This is done by using the object-oriented programming paradigm, resulting in truly expandable code. Three types of discrete and nonlinear state-space models are supported by default, as well as three filter algorithms: the Extended Kalman Filter and the SIS and SIR particle filters. Symbolic expressions are differentiated automatically, which allows for comfortable EKF filtering. A graphical user interface is also provided to make the process of filtering even more convenient. By implementing a specified interface, programming new classes for use within the framework is easy and guidelines for this are presented.

  AT THIS PAGE YOU CAN DOWNLOAD THE WHOLE ESSAY. (follow the link to the next page)