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2d
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.
2d
revised We need to know the input signal when we use KalmanEstimator?
I added some plots.
2d
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]".
2d
revised How does KalmanEstimator update the Kalman gain, process noise and state variable mean?
Made many changes to the last paragraph.
2d
asked How does KalmanEstimator update the Kalman gain, process noise and state variable mean?
2d
asked We need to know the input signal when we use KalmanEstimator?
2d
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
May
27
awarded  Necromancer
May
23
comment What are the most common pitfalls awaiting new users?
Shouldn't each instance of "function" be changed to "Function" above?
May
21
comment A better simplification function
It would be good if SuperFullSimplify had a MaxTime option. Once the maximum time has passed it should return the best answer it found so far. Also, it seems no ComplexityFuntion is full proof. There will always be cases where the expression deemed least complex isn't the one you like best. It would be good if we could get the 3,4,5 etc expressions have the lowest complexity based on the specified ComplexityFuntion.
May
21
comment What Mathematica features and idioms have $n^2$ complexity or worse
@Jacob Akkerboom you can change the question to anything you like. Also, I would very much like to have a list of coding practices that are shoe to lead to slow programs in Mathematica.
May
19
awarded  Nice Answer
May
18
comment A better simplification function
I saw VOISimplify when it was posted in MathGroup years ago. Ever since, I have wanted WRI to make FullSimplify do this when the LeafCount and number of variables is not too large.
May
16
accepted Using ImageIdentify
May
16
asked Using ImageIdentify
May
9
asked The energy released from burning one gallon of gasoline
Apr
27
comment How to speed up solution of system of recurrence equations
These equations are unusual because the values of U, V, and Z depend only on future values of U, V and Z. In any case the right tool for this problem is the RecurrenceTable feature documented at reference.wolfram.com/language/ref/…