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Enver

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25 Oct 2010 Learning the Kalman Filter Basic Kalman filter, heavily commented, for beginners to Kalman filtering. Author: Michael Kleder

Thanks a lot because of your great explanation.

But, I have a simple question, why results don't change when we give very high measurement noise?
You gave standart deviation as 2 in your example, but when I make it for example 1000, it estimates perfectly. Doesn't supposed to change?

Can anyone explain this to me?
Thanks a lot
-Enver

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