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Let’s build a 1D Kalman Filter in MATLAB to track a car moving at constant velocity. We will generate noisy measurements, run the filter, and plot the beautiful result.

We defined F = [1 dt; 0 1]. This matrix tells the filter how the object moves based on high-school physics:

As a beginner, you will spend 80% of your time tuning Q and R. Here is a simple guide:

  • Q (Process Noise): How much do you distrust your physics model?

  • Many open-source projects provide complete beginner code. Search for:

    Example command to clone (if you have Git):

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