Continue to Site

Welcome to EDAboard.com

Welcome to our site! EDAboard.com is an international Electronics Discussion Forum focused on EDA software, circuits, schematics, books, theory, papers, asic, pld, 8051, DSP, Network, RF, Analog Design, PCB, Service Manuals... and a whole lot more! To participate you need to register. Registration is free. Click here to register now.

Register Log in

Help for getting equation for kalman gain and covariance matrix

Status
Not open for further replies.
A

AkhilaSayooj

Newbie level 5
Joined
Oct 24, 2016
Messages
8
Helped
0
Reputation
0
Reaction score
0
Trophy points
1
Activity points
57
ir , one matlab code from a discussion helped me to do my work,Now I need to get the gain equation of kalman filter ,to compare the code .

K(1:5,k)=sig(1:5,5*k-29:5*k-25)*F(1:5,k)*inv(F(1:5,k)'*sig(1:5,5*k-29:5*k-25)*F(1:5,k)+R); %Kalman Gain

sig(1:5,5*k-24:5*k-20)=sig(1:5,5*k-29:5*k-25)-sig(1:5,5*k-29:5*k-25)*F(1:5,k)*inv(F(1:5,k)'*sig(1:5,5*k-29:5*k-25)*F(1:5,k) +R)*(F(1:5,k)'*sig(1:5,5*k-29:5*k-25))+Q; % error covariance matrix
these are the code for gain and covariance matrix . can you help me ?
 

Status
Not open for further replies.

Similar threads

Part and Inventory Search

Welcome to EDABoard.com

Sponsor

Back
Top