Implementation of the Extended Kalman Filter using MATLAB Symbolic Toolbox

This paper discusses the practical usage of the MATLAB Symbolic Toolbox for implementation of the Extended Kalman filter (EKF). We compare the overall time required for design of the filter and its execution time, which is a crucial parameter in real-time systems. The paper contains all programming code required to design the filter automatically, so it can be used to speed-up the design of the system and decrease the overall cost of the design.