Kalman Filter implementation in 3D coordinate space
This is a Matlab implementation of a Kalman filter. The filter estimates the position and velocity of an object in 3D space. Input and output vectors are arraged as [x, y, z, dx, dy, dz] where dx, dy, dz are relative changes in postion between observations. The file testKalman.m provides an example that demonstrates the usage of this Kalman filter implementation.