How to Use a Kalman Filter in Simulink | Understanding Kalman Filters, Part 6

Download our Kalman Filter Virtual Lab to practice linear and extended Kalman filter design of a pendulum system with interactive exercises and animations in MATLAB and Simulink: bit.ly/3g5AwyS
This video demonstrates how you can estimate the angular position of a simple pendulum system using a Kalman filter in Simulink.
Download the model used in this video: bit.ly/2QcmPml
Using MATLAB and Simulink, you can implement linear time-invariant or time-varying Kalman filters. In this video, a simple pendulum system is modeled in Simulink using Simscape Multibody™. The angular position of the pendulum is estimated using the Kalman filter block that is available in Control System Toolbox™. The video shows how to configure Kalman filter block parameters such as the system model, initial state estimates, and noise characteristics.
Check out additional resources:
- Design and use Kalman filters in MATLAB and Simulink: bit.ly/32d1H53
- Kalman Filtering: bit.ly/3esIIFV
- State Estimation Using Time-Varying Kalman Filter: bit.ly/2DxrI4z
- Estimate States of Nonlinear System with Multiple, Multirate Sensors: bit.ly/38WYYxH
- Download examples and code - Design and Simulate Kalman Filter Algorithms: bit.ly/2Iq8Hks
--------------------------------------------------------------------------------------------------------
Get a free product trial: goo.gl/ZHFb5u
Learn more about MATLAB: goo.gl/8QV7ZZ
Learn more about Simulink: goo.gl/nqnbLe
See what's new in MATLAB and Simulink: goo.gl/pgGtod
© 2022 The MathWorks, Inc. MATLAB and Simulink are registered trademarks of The MathWorks, Inc.
See www.mathworks.com/trademarks for a list of additional trademarks. Other product or brand names may be trademarks or registered trademarks of their respective holders.

[@emmanuelrodriguez2346]

Came only for a short Kalman explanation but found pure gold. Also, looking the algorithm converging on the simulation feels soooo satisfying.

[@NanoOrte]

Looking forward to seeing the next one. Really interested in EKF!

[@Chris-wk2nn]

thanks for this amazing series

[@user-qp4gs4ky8h]

Thank you Melda for nice explanations!

[@isagumus1]

Amazing explanation Melda! Master hocalarımın bana aylardır anlatamadığını bize 6 videoda anlattın. Harikasın ya

[@mayukhnandi8085]

This video series is amazing!

[@tascker0]

This is so amazing, thanks for this explanation, of course I need to watch it very slowly and pausing the video but it is excellent explanation.

[@nvhien1992]

Great! It' easy to understand. Thanks

[@laszlokovacs5297]

Thanks for video! Love from Hungary!

[@fredthecoder1289]

Superb. Thanks!

[@sungjunseo2333]

Thank you. Very easy to understand.

[@nikhiln9887]

awesome series :)

[@wisaammairaj3615]

very good video , thanks

[@deepakkumarsoni8250]

it was very helpful thanks

[@prabhupmv]

Thank you Melda..

[@calogero3866]

Do you know why i can't select the covariance P(0) without impose that Q and R are time-variant? I'm referring to simulink block

[@mohamedait-izana8281]

Am falling in love damn it.

[@samruddhipalve1819]

hi.. i have some data from flex sensor in form of angles..and i want to use kalman filter block..i cant figure out the block parameters. Hope u'll help me. Thnx

[@ging995]

Amazing series! Thank you very much! And also you are so cute! hehe

[@francisbaffour-awuahjunior3099]

Can we use the KF to estimate model parameters? Or do we need the EKF?

[@hanlovciss2944]

In practice, The K value is hand tuned? or calculated?

[@sairengpuiasailo6198]

Amazing video.

[@easychinese7566]

could not find the pendulum model link? does anyone know where is it?

[@SeoLargo]

Ben de diyorum, hanımefendinin ingilizce aksanı bizimkilere niye bu kadar çok benziyor. Hanımefendi Türkmüş :) Kendisine başarılar dilerim...

[@unknownsoldier3394]

adı neymiş hocam ? :)

[@goksanisil9107]

Suraya bi bayrak acak

[@aydinaltun3816]

@@unknownsoldier3394 Melda Ulusoy

[@abdallahmohamed9159]

a need the example for matlab 2016b

[@jninazunta]

I'm implementing a Kalman Filter for a Power System Application. Why do you multiply the process noise covariance (Q) by the sampling period (Ts)? And why do you asume tha process noise only affects the acceleration? Thanks

[@meldaulusoy8389]

Hi Jorge, I'm using band-limited white noise block for the process noise and in this block the covariance is approximated by noise_power/sample_time. Therefore, noisepower~=sample_time*covariance. For more information on the band-limited white noise block, please refer to the following page: www.mathworks.com/help/simulink/slref/bandlimitedwhitenoise.html. And the assumption is just for simplicity of the example (to have a scalar process noise)

[@calogero3866]

@@meldaulusoy8389 Sorry, do you know why i can't select the covariance P(0) without impose that Q and R are time-variant? I'm referring to simulink

[@tackoo]

The statement "[the algorithm] solves for the Kalman Gain by minimizing the error covariance P and outputs the optimal state estimate." at 4:20 is incorrect. Kalman Filter doesn't minimize the covariance in the update step. Instead, it just computes what it is based on the noise elements.

[@asifnizamani7513]

can you teach kalmen filter in coding in gps position estimation

[@meldaulusoy8389]

Hi Asif, I recommend checking out the following links for more information on Kalman filters: www.mathworks.com/help/control/ug/kalman-filtering.html , www.mathworks.com/help/control/getstart/estimating-states-of-time-varying-systems-using-kalman-filters.html

[@jacoporiccio7130]

Does the Kalman filter work to estimate the velocity of the pendulum without any velocity measurement? By the way, these videos about Kalman filter are amazing. They helped me a lot during my project! Thank you. Hopefully you will give me an answer soon about my question. Best regards

[@meldaulusoy8389]

Hi, the idea behind Kalman filter is using both measurement and prediction to come up with an optimal estimate of the state. Checking out part4 where we discuss the algorithm equations may help understanding this better. In the absence of measurements, the estimation will purely rely on the predicted state and that may not give you the best results due to uncertainties in the model.

[@experiencetheworld3178]

In case of data loss the Normal Equation, LDA (Levinson Durbon Algorithm) or LGA (Leroux Gueguen Algorithm) estimate the state of system and I know it because I worked on LGA while our Professor worked on LDA.

[@labg27]

what does "tau" represent in the pendulum system? :)

[@meldaulusoy8389]

Tau represents the torque acting on the system. In this example, we assume that there's no driving torque but we set the initial value of theta to pi/18. So, when we let the pendulum go, it swings back and forth.

[@user-dg5xt1vv1b]

I really need this code. Can you please give it to me.miss

[@khaledelmeshrefy9392]

can any one save it as it works on matlab 2017a ?

[@stephanhasdef231]

Non-specified parameters as to be seen in following video: Q = 0.001; R = 0.005; Ts = 0.01;

[@algerianproudthatheisrussi7345]

😅does anyone knows how to download the pendulum library?

[@jiayiliu8202]

How to download the simulink model, I cannot find it

[@meldaulusoy8389]

Download the model used in this video here: www.mathworks.com/matlabcentral/fileexchange/69004-how-to-use-a-kalman-filter-in-simulink

[@funnzone7945]

I'm in love with you

[@omerbilgin5323]

abla sanki bizden sin :D. ama gururlandım. Matlab ve türk bu iyi bir şey

I want to program in matlab but matlab is very expensive.

[@benni736]

I guess you have to settle for free software, then. Try Octave and Julia as a MATLAB substitute (at least the latter is also quite performant) or Scilab, which additionally provides something similar to Simulink called Xcos

actually I am using all of them but matlab and NI is excillent. I don't have to struggling compiling files or searching other libraries. Mathworks software have c and cuda compilers and Matlab/simulink is compact

[@moviesbox8246]

boss, find your way on the torrent don't be so innocent......... tell if you can't, I will send you a drive link

torrent? Please try to use embedded coder with torrent :D

[@meldaulusoy8389]

Hi Selcuk, Have you considered trying MATLAB Home or MATLAB Student? You can check out the pricing from the links below. I'd be happy to help if you have questions. MATLAB Home: www.mathworks.com/products/matlab-home.html MATLAB Student: www.mathworks.com/academia/student_version.html

[@derickchou3731]

[@powprashant]

lol after 5 months Mathworks finally decided to make part 6...

[@whos_your_daddy]

Smart girls are double hot

[@alexandrpetrov1110]

thanks for this amazing series