Asked by K
on 2 May 2013

Hello, I'm trying to understand the Kalman Filter through this example: http://www.mathworks.com/matlabcentral/fileexchange/31977-kalman-filter-example/content/myKalman.html

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?

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Answer by Youssef Khmou
on 2 May 2013

Edited by Youssef Khmou
on 2 May 2013

hi,

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

Youssef Khmou
on 2 May 2013

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