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Simple Kalman Filter Example

  1. Sep 2, 2010 #1

    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" [Broken]

    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.


    Last edited by a moderator: May 4, 2017
  2. jcsd
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