north2012
Member level 3
Hello,
I am trying to implement Kalman fiter to remove some Gaussian white noise. I have succesfully implemented moving average filter but I would like to compare them in Matlab.
Lets assume that I have nominal values for model parameters:
while model is described with
where
and
Then I would like to add some noise:
Can anyone help me with Kalman filter code for white noise cancellation?
Thanks in advance.
I am trying to implement Kalman fiter to remove some Gaussian white noise. I have succesfully implemented moving average filter but I would like to compare them in Matlab.
Lets assume that I have nominal values for model parameters:
Code:
Re = 917.5;
Ri = 629.0;
Cm = 3.42e-9;
Code:
Z = Re*(1+1i*w*Ri*Cm)./(1+1i*w*(Re+Ri)*Cm);
Code:
w = 2*pi*f;
Code:
f = linspace(10e3, 100e3, 100);
Code:
rng(0,'twister');
a = -1;
b = 1;
r = (b-a).*rand(100,1) + a;
Thanks in advance.