Kalman filter : simple code example
I created a simple example with Scilab/XCOS. It is a simulation of lowpass filter with noise. It is observed by a kalman filter. You can also insert some uncertainties in the system model. With XCOS you can simulate the system. The results will be plotted automatically.
Here is the Downloadlink.

Little help with scilab:
Go to the directory with standard unix command 

cd /home/workingdir/Kalman_Example


There you should execute getd() to load all functions (.sci-files) in the directory.
Then you can execute the modeling.sce  file, which is just an initializing script: 

exec('modelling.sce')


Then typexcos simulation_kalm1.zcos into the console. A graphic window will open. Press the play button and the simulation will start.