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help on kalman filter 3 427 (12/10/2009 7:51:03 AM) comp.soft-sys.matlab Dear all, I have the following equations: (1) x(t+1)=x(t) + q(t)*(y(t)-x(t) )+ e(t) (2) q(t)= -|z(t-1)-y(t-1)| + w(t) q(t) is a time-varying parameter which is dependent on the the (2) equ... Mau

Extended Kalman Filter 2 825 (12/17/2009 10:57:03 AM) comp.soft-sys.matlab Hi dear...., I want to estimate moving object by using extended kalman filter. this code is for kalman filter.. and its also works as not bad now in this code, when I want to change it to Extended kalm... harun

Unscented kalman filter math question 2 22 (12/21/2009 4:35:44 PM) comp.dsp Hi, I am trying to implement an unscented kalman filter, as described here: http://cslu.cse.ogi.edu/nsel/ukf/node6.html My problem is with equation 18 - What does the multiplication mean? As far as I un... hagai_sela

kalman filter+ white noise 5 1010 (12/26/2009 2:18:02 PM) comp.soft-sys.matlab by using "kalman" function i can calculate Kalman estimator gain of my plant with respect to covariance matrixes Qn and Rn. kalman(sys,Qn,Rn) I can define covariance amtrix as Qn = 2.3 Rn = 1 But what ... ben

Unscented Kalman Filter 2 932 (1/3/2010 8:50:05 PM) comp.soft-sys.matlab Hi, I am looking at some time series data. Does anyone have an m-file for an Unscented Kalman Filter (UKF) that is easy to use? thanks! sushma ... sushma

Kalman Filter 2 755 (1/20/2010 10:58:04 PM) comp.soft-sys.matlab I am employing a Kalman Filter on some test data of size 1300x128 (i.e. 1300 samples over a number of 128 records). The test data is generated from a rangefinding device. Typically for a single laser pulse, r... James

Kalman Filter applied to Rangefinding Data 8 204 (1/22/2010 5:55:31 PM) comp.dsp I must be missing something. I passed 128 records of 1300 samples each (1300x128) through a Kalman Filter (This is basically a laser return signal - often times quite small- buried in solar noise generated b... jcarter

kalman filter #2 2 485 (5/16/2010 1:02:04 PM) comp.soft-sys.matlab please explain following code.. seed=9; rand=(state,seed); randn=(state,seed); ... shweta

matrix conversion 8 584 (5/16/2010 2:18:03 PM) comp.soft-sys.matlab Hello, I would like to convert a m x n x 9 matrix into m x n x 3 matrix. May anyone kindly assist me in doing so. Best Z ... Z

kalman filter - python implementation 28 578 (6/8/2010 7:41:34 PM) comp.dsp Hi, I try to implement kalman filter (Python 2.6), and I have a problem with covariance matrix, which in some time start to have crazy values (going to minus infinity) and in effect my estimations are also cr... grzegorz