Why Use Kalman Filters? | Understanding Kalman Filters, Part 1

Download our Kalman Filter Virtual Lab to practice linear and extended Kalman filter design of a pendulum system with interactive exercises and animations in MATLAB and Simulink: Discover common uses of Kalman filters by walking through some examples. A Kalman filter is an optimal estimation algorithm used to estimate states of a system from indirect and uncertain measurements. In the first example, you’re going to see how a Kalman filter can be used to estimate the state of a system (the internal temperature of a combustion chamber) from an indirect measurement (the external temperature of the combustion chamber). The second example demonstrates another common use of Kalman filters, in which you can optimally estimate the state of a system (e.g., the position of a car) by fusing measurements from multiple sources (e.g., an inertial measurement unit (IMU), an odometer, and a GPS receiver) in the presence of noisy measurements. Check out additional resources: