Kalman filter updating numerical example 100 free adult dating sites uk


We can use this information to refine our estimate of .If the residual is small, so is the correction to the estimate. The pertinent equation is (from the block diagram): Equation 6 The only task now is to find the quantity .

Equation 7 Associated with each of these errors is a mean squared error, or variance: Equation 8 where the operator E{ } represents the expected, or average, value.

These definitions will be used in the calculation of the quantity .

Equation 11 This expression is still quite complicated.

To simplify it we will consider the numerator and the denominator separately.

We have assumed that a copy of the original system (i.e., the gains a, b, and h arranged as shown) should be used to form the estimator.