Category : kalman-filter

Statistics gurus, Kalman filter appears to be a powerful estimator for linear problems. I understand one can tune the performance by adjusting parameters like process noise and measurement noise. Is it possible to adjust these parameters to make Kalman filter results converge to a classic linear regression? If yes, how? Please kindly share your opinions. ..

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I am implementing UKF filter based on a paper. My state-space model (x) consists of 6 variables, the measurements (y) also consists of 6 variables, and the control input variable (u) contains 3 variables. I have implemented the equations for ‘g’ provided in the paper (calculated from state-space variables and control input variables), however, being ..

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