Excellent resource for those of us who are new to Kalman filtering. Thank you! What if the state of my system is given by a vector rather than a scalar? Can Kalman filtering work in n dimensions? If I want to train the filter on one set of data and then apply it to another, how would I do that? What if my observations are a sum of two or more signals, plus noise? How do I "tell" the Kalman filter which of the signals I want it to estimate?
Very nice implementation. But there is a minor mistake in the Kalman filter block. In propagation equation, 1/Z must be placed in somewhere else. We have P(k+1) = A.P(k).A' + Q. after this part we have to put 1/z to get P(k).
My data has 72 columns. I get an error message when using the rotateticklabel function according to:
Index exceeds matrix dimensions.
Error in rotateXLabels/createNewLabels (line 146)
textLabels(ll) = text( ...
Error in rotateXLabels (line 34)
h = createNewLabels( ax, vals, labels, angle );
It works fine up to 47 columns. But if the data is larger, I get this error.
Does anyone know how to solve this?
Thank you in advance.