Great! Just a question, how can I get the length of each bar to be determined by the sum of values inside limits instead of number of values inside limits? (So that I can create an energy rose instead of just a wind rose)
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?