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A Framework for Nonlinear Filtering in MATLAB
Linköping University, Department of Electrical Engineering.
2005 (English)Independent thesis Basic level (professional degree), 20 points / 30 hpStudent thesis
Abstract [en]

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.

Place, publisher, year, edition, pages
Institutionen för systemteknik , 2005. , 164 p.
Keyword [en]
Nonlinear Filtering, Particle Filters, EKF, MATLAB
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-5190ISRN: LiTH-ISY-EX--05/3733--SEOAI: diva2:21103
Available from: 2005-12-19 Created: 2005-12-19

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Department of Electrical Engineering
Control Engineering

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