tommyhakinen
Sep2-10, 12:42 AM
Hi,
I am learning about Kalman Filter for my project on state estimation. I am new to all these. I decided to implement it on a simple example I found on this page.
http://www.convict.lu/htm/rob/imperfect_data_in_a_noisy_world.htm
The kalman filter is supposed to estimated the position of a rabbit which can be modeled as x=1.5t. I managed to implement the Kalman Filter without the process model which stated on the page as part no 3. In this case, I simply follow the basic equations for the Kalman Filter. I implemented it on LabView software. However, on the part 4 where the the model x=1.5t is implemented into the KF, I got stuck. The parameters I am using for the KF are as follow.
H = 1
R = 4
Q = 0.55
A(transition matrix) = 1
I need an advice on this. Thank you in advance.
Regards,
Tommy
I am learning about Kalman Filter for my project on state estimation. I am new to all these. I decided to implement it on a simple example I found on this page.
http://www.convict.lu/htm/rob/imperfect_data_in_a_noisy_world.htm
The kalman filter is supposed to estimated the position of a rabbit which can be modeled as x=1.5t. I managed to implement the Kalman Filter without the process model which stated on the page as part no 3. In this case, I simply follow the basic equations for the Kalman Filter. I implemented it on LabView software. However, on the part 4 where the the model x=1.5t is implemented into the KF, I got stuck. The parameters I am using for the KF are as follow.
H = 1
R = 4
Q = 0.55
A(transition matrix) = 1
I need an advice on this. Thank you in advance.
Regards,
Tommy