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Kalman filter, noise covariance

  1. Feb 20, 2012 #1


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    Hi people,

    I am designing a kalman filter to estimate the velocity of a vehicle model and I can't understand what values should I choose for the process/measurement magnitude and then how to create the covariance.

    About the measurement noise magnitude I assume that I can find detailed information inside the manufacturer's manual, but about the process noise I am taking into consideration a number of disturbances (slope, headwind, bumps,...) how can I include all that into one value?

    Could anyone give me some directions please?

    Thank you in advance!
  2. jcsd
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