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Recent content by Ultimâ

  1. U

    Can an Extended Kalman Filter be used on a noisy Sinewave

    If yes, what model is used? For example a moving target could have a state of \[\underline{x}_{k+1}=[x_k, y_k, \dot{x}_k, \dot{y}_k]^T\] ...? I just can't get my head around this. Any assisstance would be great.
  2. U

    Using EKF for noisy sinewave estimation

    Ok, well my understanding of the EKF is based on the following link: **broken link removed** Say we have the following samples entering the EKF: which is the contaminated for of the real samples: How would I setup the filter to work through this? (Something I've been struggling with for...
  3. U

    Understanding the Extended Kalman Filter

    Ok, perhaps an easier question, is H a symettric matrix?
  4. U

    Understanding the Extended Kalman Filter

    Here's a link describing the EKF : https://en.wikipedia.org/wiki/Kalman_filter#Extended_Kalman_filter Maybe now someone might be able to help?
  5. U

    Understanding the Extended Kalman Filter

    Hi there, I've grasped the idea of an ordinary Kalman Filter and created a program that tracks a noisy signal. However when it comes to modifying the program to an EKF I'm at a total loss. I've spent weeks reading up on this and searching for examples, but I'm still unable to figure how to...

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