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Re: What is G parameter of dkalman?
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From: |
Andrey Romanenko |
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Subject: |
Re: What is G parameter of dkalman? |
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Date: |
Fri, 18 Feb 2005 21:39:10 +0000 |
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User-agent: |
KMail/1.7.1 |
Hello,
On Friday 18 February 2005 18:15, Ivan Martinez wrote:
> Hello all, I'm trying to use dkalman but I don't understand the meaning
> of "G" parameter. Could anybody tell me?. Thank you.
It defines how the process noise is injected into the system. If, for
instance, you have 3 states and a 3 element noise vector that affects the
system directly, G is diag([1 1 1]). Note, that in general, the a priori
covariance update is
P_{k|k+1}=\Phi P_{k|k} \Phi^\mathrm{T}+G Q G^\mathrm{T}.
"help dkalman" gives an idea
Hope this helps.
Andrey
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