ManuelMeraz/ExtendedKalmanFilter: Implementation of the Extended Kalman Filter algorithm to localize a mobile robot · GitHub

run EKF.m as main

Mu and Sigma are printed out at every iteration with the time

The scatter plot contains mu with an elipsoid drawn around it at every point

I got my ellipsoid drawing code from here: https://www.mathworks.com/matlabcentral/fileexchange/4705-error-ellipse