MATLAB / Simulink Tutorial: Discrete MIMO Kalman Filter Design and Implementation

In this video you will learn how to design a Kalman filter and implement the observer using MATLAB and Simulink for a multivariable state space system with 5 states and 2 inputs. The dynamic model represents the longitudinal dynamics of the aircraft and is taken from here: In this video you will learn step-by-step: 1) Algebraic Riccatti Equation and Observer Theory 2) Assessing stability of the Kalman Filter 3) Determining the optimum Kalman Gain based on covariance matrices (Q and R) 4) Implementing the design in Simulink and using tools such as: adding noise, discrete time integration (z domain), block diagram structure of the observer, along with analyzing the kalman filter results (innovation error) and filter performance. Thanks for watching! Best Wishes, VDEngineering ~~My Udemy Courses on Motion Planni