Where can I find the detailed derivation of Kalman filter equations given in Matlab documentation?

Where can I find the detailed derivation of Kalman filter equations given in Matlab documentation?

I read the references and I could not find the same derivations given there.

Answer 1

[Pavan Sahith]

Hello,

I understand that you want to know where to find the detailed derivations of Kalman filter equations.

The MathWorks documentation provides an overview of the Kalman filter equations and their implementation in MATLAB.

https://in.mathworks.com/help/control/ref/ss.kalman.html

You can also refer to following MathWorks File Exchange links to learn and implement Kalman Filter

https://in.mathworks.com/matlabcentral/fileexchange/5377-learning-the-kalman-filter

https://in.mathworks.com/matlabcentral/fileexchange/?term=kalman

Hope that helps