Electronics - Matlab - I would like to us a Kalman Filter in a GPS doppler speed signal

Question

I would like to use the Kalman Filter in the GPS Doppler speed. Even if I read some tutorials in the web, I have no idea how to do it.

Is there a matlab script that can do it only by given in input the GPS speed. Maybe I have to precise the sample frequency also ?

Answer 1

Here is the minimal matlab code with vision.KalmanFilter class. assuming your measurements are column vectors of matrix data [latitude, latitude_speed, longitude, longitude_speed]'. constant velocity model is assumed here. You should define ProcessNise, MeasurementNoise and the initialization yourself.

data = randn(4,100); % load your data here

delta = 1; % sampling frequency
% state model asuming constant velocity
stateModel = [1 delta 0 0    ; 
              0 1     0 0    ;
              0 0     1 delta;
              0 0     0 1    ];
% measurements are simply the state
measurementModel = eye(4);

kalman = vision.KalmanFilter(stateModel, ...
                             measurementModel, ...
                             'ProcessNoise',1, ...
                             'MeasurementNoise',1);

%initialize
kalman.State = [0; 0; 0; 0];
kalman.StateCovariance = eye(4);

T = size(data,2); % length of measurements
filtered = [];
for t=1:T
    measurement = data(:,t);
    kalman.predict(); % prediction
    kalman.correct(measurement);
    filtered = [filtered, kalman.State];
end