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From: asm23 <asmwarrior@gmail.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Question on Iteration variables means?
Date: Mon, 19 May 2008 13:40:05 +0800
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John D'Errico wrote:
> asm23 <asmwarrior@gmail.com> wrote in message 
> <g0m2b9$8ej$1@news.cn99.com>...
>> John D'Errico wrote:
>>> roberson@ibd.nrc-cnrc.gc.ca (Walter Roberson) wrote in message 
>>> <g0hqgu$qp0$1@canopus.cc.umanitoba.ca>...
>>>> In article <g0gl13$v4i$1@news.cn99.com>, asm23  
>>> <asmwarrior@gmail.com> wrote:
>>>>> hi, I'm new to this forum, I want to know the meaning of these 
> variables 
>>>>> for iteration.
>>>>> such as:
>>>>> X(k|k-1)
>>>>> X(k|k)
>>>>> X(k-1|k-1)
>>>>> ....
>>>>> What's the difference between them? Can someone explain it? thank 
> you 
>>>>> very much.
>>>> I think you must have miscopied or mistyped, as those are quite
>>>> unlikely to come up in real code in the form written.
>>>>
>>>> '|' is bitwise 'or'. Any value bitwise or'd with itself is going to
>>>> be the same value. Thus, X(k|k) would be the same X(k), and
>>>> X(k-1|k-1) would be the same as X(k-1).
>>>>
>>>> k|k-1 has some interesting mathematical properties in binary, but 
>>>> it is fairly unlikely that you have described the question correctly
>>>> so I will not describe the mathematical properties. k&k-1 has more
>>>> interesting properties and sometimes occurs in code, but k|k-1 seldom
>>>> does.
>>> I would not assume its a typo, merely not
>>> useful as Matlab syntax.
>>>
>>> These may be notations that are valid in
>>> some other context, but the context is all
>>> important. We cannot know what is meant
>>> out of context.
>>>
>>> John
>> Thanks for your two reply, I notices that I have made a mistake, the 
>> X(k|k-1) is not the matlab code, they have exist in Kalman filter 
>> Algorithms, recursion formula often use this as some estimated value or 
>> expected value. But I don't know what's their meanings.
> 
> I was wondering if this was your question.
> 
> X(k | k-1)
> 
> refers to your estimate of the system state (X)
> at time k, given the information up to time k-1.
> Thus it is a prediction to a future time from the
> past data.
> 
> The term
> 
> X(k | k)
> 
> is similar, but now it is your updated estimate
> of the system state at time k, having seen the
> current measurement of the process.
> 
> HTH,
> John
> 
> 
thanks John for explain this two term.
I think you give me the right answer, this will support me to understand 
the whole detail in, Kalman filter from the 
http://en.wikipedia.org/wiki/Kalman_filter