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The first "Application" in the documentation for KalmanEstimator is copied below with additional variables for clarity.

Clear["Global`*"];
a={{0.5,0.07869},{0,-0.60653}};
b={{0.0042,0.0104},{0.0786,0.00786}};
c={{1,0}};
d={{0,0}};
antenna=StateSpaceModel[{a,b,c,d},SamplingPeriod->0.1]

enter image description here

processVariance=0.07;
measurementVariance=0.001;
processCovariance={{processVariance}};
measurementCovariance={{measurementVariance}};
kalmanEstimate=KalmanEstimator[{antenna,All,1},
    {processCovariance,measurementCovariance}]

enter image description here

The dimensions of the lower submatricies in kalmanEstimate have three rows. In the next line (SystemsModelExtract) is used to ensure we only use the third row from the lower submatrices. What are each of the rows in the lower submatrices (kalmanEstimate) above used for?

kalmanFilter=SystemsModelExtract[kalmanEstimate,All,{3}]

enter image description here

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