git clone https://github.com/balzer82/Kalman MATLAB.zip

Example command to clone (if you have Git):

% ---- Update Step (when a new measurement is available) ---- % 1. Compute the Kalman Gain K = P_pred * H' / (H * P_pred * H' + R);

The magic of the Kalman filter unfolds in an elegant, two-step cycle:

% Step 2: Update (when GPS arrives) K = P * H' / (H * P * H' + R); x_est = x_est + K * (z - H * x_est); P = (I - K * H) * P;

) arrives, the filter updates its prediction. It computes the Kalman Gain (