Here is a set of altitude data I collected with an Arduino sensor BMP-180 on a board CanSat
data = {13.15, 13.4, 13.15, 13.31, 13.4, 13.31, 13.15,.....}
how can I use Kalman Filter in Mathematica to do the prediction on that set of data?
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2$\begingroup$ Does your question relate to the software Mathematica or to the science of mathematics. If the latter, I suggest that you move your question to Mathematics. $\endgroup$– bbgodfreyCommented Sep 25, 2015 at 15:42
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1$\begingroup$ ... or maybe even Signal Processing $\endgroup$– sebhoferCommented Sep 25, 2015 at 16:03
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3$\begingroup$ ... and next to data the good old question remains: "What is your model?" Have a look at the documentation for KalmanFilter. $\endgroup$– gwrCommented Sep 25, 2015 at 16:07
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$\begingroup$ @gwr ...which is probably much harder to answer than the original question... $\endgroup$– sebhoferCommented Sep 26, 2015 at 11:33
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1 Answer
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Something like this perhaps.
tsm = TimeSeriesModelFit[data];
ListLinePlot[{tsm["TemporalData"],
TimeSeriesForecast[Normal[tsm], data, {6}, Method -> "Kalman"]}]
answered Sep 25, 2015 at 16:06
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$\begingroup$ Thanks! May I also know how I can get the position of a certain value through the prediction? $\endgroup$ Commented Sep 27, 2015 at 13:04
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$\begingroup$ For example:
Select[TimeSeriesForecast[Normal[tsm], data, {30}, Method -> "Kalman"]["Path"], Last[#] <= 13 &]$\endgroup$ Commented Sep 27, 2015 at 14:25