Let's consider a simple example of a constant velocity model. The state is the position and velocity of an object, and the measurement is the position.
% Control Input Matrix (External force: Gravity) % We know gravity pulls it down, so we account for it. B = [0.5*dt^2; dt]; u = g; % Input magnitude (acceleration) Let's consider a simple example of a constant velocity model
MATLAB is the industry standard for control systems and signal processing. It allows you to visualize the "noise" and the "filtered" result instantly. Instead of getting bogged down in matrix multiplication by hand, you can focus on the logic of the filter. A Simple MATLAB Example: Tracking a Constant Value Let's consider a simple example of a constant velocity model