Implementation of Kalman-Bucy Filter for Continuous Time State Estimation in Simulink

This paper has presented implementation of Kalman-Bucy filter for continuous time state estimation in Simulink. Many practical cases involving engineering science and embedded system requires filtering application. A Kalman-Bucy filter implemented in Simulink is used to estimate the output temperature of a typical heating system whose transfer function is considered in this paper. The result obtained showed that the designed filter performed effectively by rejecting the noise and tracking the input.