[Paparazzi-devel] Kalman filter

[jinbos.chan]

Hi,

I don't understand this equation: P_dot = A*P + P*A_transpose + Q  ,why not  P=APA_transpose +Q, what is the different between them? and where does that equation come from?

Ths,

/*
* Typically the covariance update equation is:
*
*      P_dot = A*P + P*A_transpose + Q
*
* The first of these zeros P_dot, computes part of (A*P + P*A_tranpose)
* and adds in the parts of Q that are non-zero.  Note that we know that
* A has three zero rows at the bottom, so we do not include those in our
* math.
*
* The second part of the covariance update computes the inner portion
* of Pdot, the 4x4 region that corresponds to the quaternion.  It also
* updates the covariance matrix P.
*/

 

2009-07-29

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jinbos.chan