% Initial guess x_est = 20; % initial estimate (wrong on purpose) P_est = 5; % initial uncertainty (high)
end
The filter doesn’t blindly trust either. It calculates a (K), which decides how much the prediction should be corrected by the measurement. kalman filter for beginners with matlab examples download
% Storage x_history = zeros(1,T); meas_history = zeros(1,T); % Initial guess x_est = 20; % initial
% Plot the results plot(t, x_true, 'b', t, x_est(1, :), 'r'); xlabel('Time'); ylabel('Position'); legend('True', 'Estimated'); % Initial guess x_est = 20