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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.

Regards,

Tommy

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# Simple Kalman Filter Example

Can you offer guidance or do you also need help?

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