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need helps about Kalman filter
조회 수: 1 (최근 30일)
Hello everyone. I used measurement position to estimate velocity by Kalman filter. But in simulation, Kalman gain change quickly and then remain constant when position and velocity continue to change (for example, position and velocity change in 0->0.5(s) and 3->4(s). But Kalman gain only change only 0->0.1(s)and then remain constant). My question is why Kalman gain is still constant when postion and velocity change? Sorry for my bad English.
John Petersen 2014년 7월 23일
The Kalman gain is not a function of the states. It is only a function of the covariances and the model of the system and measurements. If the system model is unchanging and the covariances converge, then the gains may also converge.