|Apr3-12, 07:42 AM||#1|
Wondering if any one could help.
I am developing a EKF and I am a little lost at the moment. I have a state vector X = [ q p r a b ]. Am i right in assuming based on the dimension of the state vector I should be able to realise the dimension for the kalman gain matrix? If so what dimension would the kalman gain matrix be for my problem?
Thanks in advance.