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Electrical Engineering
Kalman Filter States: What Do They Represent?
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[QUOTE="Stephen Tashi, post: 5620719, member: 186655"] The definition of "states" depends on the mathematical model that is being used in the filter. Part of specifying a Kalman filter is to define a mathematical model of how the current "state variables" of a system change with time from their present values to their "next" values. If you look at a physical situation (e.g a car race) there is no universal procedure that tells you what the "states" of that situation are. If you define certain variables to describe its "states" then you can determine whether your choices are useful by finding out whether there are mathematical equations that correctly describe how one vector of values of your chosen state variables changes to a another vector of values as time passes. So, when you say that you "have" a Kalman filter, this means that you can, in principle, examine what mathematical model the filter implements. The variables used in the deterministic part of the model are the "state" variables. [/QUOTE]
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Kalman Filter States: What Do They Represent?
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