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Feb
8
awarded  Yearling
Dec
21
awarded  Popular Question
Nov
24
answered How to put the result of NDSolve in a function?
Nov
8
comment How to implement a Kalman Filter
@m_goldberg, I read that part of the documentation before. However, it's still very hard to see how that example can be modified to the application above.
Nov
7
revised How to implement a Kalman Filter
Fixed a typo in the last sentence, and made "KalmanEstimator" a hyperlink to the documentation.
Nov
7
asked How to implement a Kalman Filter
Sep
28
awarded  Nice Question
Sep
13
awarded  Excavator
Sep
13
revised What is the complete sequence of evaluations/transformations from submitting a cell to actual evaluation?
Added a link that explain the many steps in 'Evaluate expression'.
Sep
13
answered What are quick references to mathematica that fit my needs?
Sep
2
comment We need to know the input signal when we use KalmanEstimator?
Suba Thomas, Really? I added plots at the end of the original question. You will see that noisySignal is hardly like estimated Signal. One the other hand 67.41*estimatedSignal is close to a delayed version of inputSignal.
Sep
2
revised We need to know the input signal when we use KalmanEstimator?
I added some plots.
Sep
2
comment How does KalmanEstimator update the Kalman gain, process noise and state variable mean?
@Phab, I added a reference at the end of my question. I think I was wrong about some of the things that the Kalman filter updates after each measurement arrives, and I fixed that. Equations 1 through 6 in reference [1] above show how the state vector and it's covariance matrix are updated. Equation 7 in [1] above shows how the Kalman gain is updated. In the third column on page 129 in [1] above, it mentions "the Kalman filter equations that allow us to recursively calculate [an estimate of the state vector]".
Sep
2
revised How does KalmanEstimator update the Kalman gain, process noise and state variable mean?
Made many changes to the last paragraph.
Sep
2
asked How does KalmanEstimator update the Kalman gain, process noise and state variable mean?
Sep
2
asked We need to know the input signal when we use KalmanEstimator?
Sep
2
asked What does OutputResponse[sys, { {u1,u2,u3}, {v1,v2,v3} } ] do?
Sep
1
asked What are all the elements of the expression returned by KalmanEstimator used for?
Jul
5
awarded  Nice Answer
Jun
15
awarded  Good Question