Introduction - If you have any usage issues, please Google them yourself
This zip file contains a brief illustration of principles and algorithms of both the Extended Kalman Filtering (EKF) and the Global Position System (GPS). It is designed primarily to provide a relatively easy-to-implement EKF, in which we use symbol expressions as the form of input functions rather than the forbidding function handles. It also serves as a brief introduction to the Kalman Filtering algorithms for GPS and a mean of learning it. In the example for the EKF, we provide the raw data and solution for the positioning task using both EKF and the Least Square method.
There are four m files and two data files. Extended_KF.m contains the function body of the EKF. Others are functions and data files for the GPS example.