Matlab Script: Bierman Thorton UD Filter / Kalman Filter

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$30 - $250 USD
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Project Description

Require expert consultation on Matlab script for an independent study of Kalman Filtering. The current project would request a solution and annotation (So I may understand and explain variable names and functions to my students) to the following:

Write a MATLAB script to implement Example 4.4 using the Bierman–

Thornton UD filter, plotting as a function of time the resulting RMS estimation

uncertainty values of P( þ ) and P(2) and the components of K. (You can use

the scripts bierman.m and thornton.m, but you will have to compute

UDUT and take the square roots of its diagonal values to obtain RMS


I can provide the full text, example 4.4, and scripts bierman.m, thorton.m after contact.

To clarify: I need a working Matlab script to learn from.

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