%sigpwgn_kf1.m
display('Running...sigpwgn_kf1...');

clear;
Ts=0.015;  %sample time

t = 0:Ts:10 ;     % Time vector
u = sin(7*t);        % Signal

%add white gaussian noise 
sigma=0.2;
L=length(u);
n=randn(1,L);
y=u+sigma*n;    %signal plus noise  

%plot time domain
figure;
subplot(2,1,1)
plot(t,y), title('signal - time domain');
 
%FFT
ffty = fft(y);                             % Compute DFT of y
my = abs(ffty); py = unwrap(angle(ffty)); % Magnitude and phase

f = (0:length(ffty)-1)/length(ffty); % Frequency vector
subplot(2,1,2)
plot(f,my); title('signal - frequency domain');

display('...Kalman filtering...');

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%enter your matlab code below