The Kalman filter is a computational tool that provides an efficient solution of the least-squares method. The algorithm processes measurements to deduce an optimum estimate of the past, present, or future state of a linear system by using a time sequence of measurements of the system behavior, plus a statistical model that characterizes the system and measurement errors, plus initial conditions. The Kalman filter has found widespread usage in applications as diverse as tracking, navigation, GPS, sales estimation, and econometric modelling.

The Kalman Filter Design Studio is a GUI-based environment built with O-Matrix for graphically designing, building, and analyzing Kalman filters. The integrated environment is used both as a tool to design Kalman filters, and to accelerate the implementation of existing filter designs. The distribution includes extensive examples to both illustrate visual filter design, and to explain the principles of Kalman filters.

KBF, The Kalman Filter Design Studio is now free for O-Matrix users. Download the distribution here. The directory containing these files is password protected. When prompted by your browser, enter the user id "omatrixtrial" and the pass word "omlight".

If you have any difficulties with the download, installing, or using KBF, please contact us at: support@omatrix.com.