- #1

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## Main Question or Discussion Point

I have to filter data with Kalman filter. I know process error covariance Q and measurment error covariance R. Problem is with state transition matrix A, control matrix B and observation matrix H.

First of all, data goes through this transfer function:

##W(s) = \frac{4s}{4s+1}##

I can't get it how to write state prediction equation from transfer function. Maybe to write state prediction equation for Kalman filter, I need to write state space representation like HERE?

First of all, data goes through this transfer function:

##W(s) = \frac{4s}{4s+1}##

I can't get it how to write state prediction equation from transfer function. Maybe to write state prediction equation for Kalman filter, I need to write state space representation like HERE?