I really have not understood this code yet. In my case, I also study on EKF for GPS data that I want to apply EKF to due with noise and missing data in GPS data. I have one GPS data columm with more than 2000 of length. Who could show me how to do it?
Thank you so much for your kinds
Lines 51 and 53 are given by:
Why is x1 = fstate(x) used as the input for calculating the jacobian of the measurement equation? It makes more sense if the jacobian of the measurement equation is also evaluated at the current state x. Am I interpreting that part incorrectly?