Tracking a random sine signal, 'ekf_sine_demo'
In this demonstration we use the extended Kalman filter to estimate a sine signal, whose amplitude and angular velocity are pertubed by Gaussian noise. The non-linearity of the signal is expressed by the measurement model while the dynamical model remains linear. The main purpose of this example is to demonstrate the usage of EKF in this toolbox, but the signal is also estimated with UKF. See the documentation for the discussion and results.
Files used in this example:
Dynamic model function (needed by the augmented UKF)
Measurement model function
Jacobian of the measurement model
Hessian of the measurement model
Random sine signal demonstration