Dear people,(adsbygoogle = window.adsbygoogle || []).push({});

I want to implement the Extended Kalman Filter for identification. I have a model of the system and I want to estimate the states. My question is, how can give the Q Matrix, I mean, how can I calculate the elements of the covariance matrix related to the dispersion of the system?

I have read that the noise of the measurement (Matrix R) depends on the resolution of the sensor used for the measurements. Is there a similar way to calculate the noise due to the system? I have read the noise of the system is withe noise, and represent the dynamics fo the states, so how can they be calculated?

Thank you for any comment.

**Physics Forums | Science Articles, Homework Help, Discussion**

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Extended Kalman

Can you offer guidance or do you also need help?

Draft saved
Draft deleted

**Physics Forums | Science Articles, Homework Help, Discussion**