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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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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