Need help: Understanding Kalman Filter (measurement data)

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K . 2013년 5월 2일
Hello, I'm trying to understand the Kalman Filter through this example:
My question is, why if I change zHat_t = C*x_t + Ez; into zHat_t = 0; there is no effect into the results of the estimation. Is it mean that the measurement data don't effect the estimation results?

답변 (1개)

Youssef  Khmou
Youssef Khmou 2013년 5월 2일
편집: Youssef Khmou 님. 2013년 5월 2일
NO that equation depends on the system on which you are applying Kalman filter . you can start first by looking at this famous tutorial which explains the theory first before trying to apply the example .
take a look at pages 13-16
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Youssef  Khmou
Youssef Khmou 2013년 5월 2일
no it is important, suppose you are estimating the velocity of vehicule but what you are measuring is instantaneous position in discrete time so : V(n)= H *x(n) +W(n) W~N(m,var) so H would be the derivation operator to obtain the velocity, however when the data is measured directly like a temperature for example, and the system is noiseless then the second equation is not important, its then the same as : X(n+1)=AX(n)+V(n) ,

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