The Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.


Math Forum » Discussions » sci.math.* » sci.stat.math

Topic: Re: Unscented Kalman Filters: meaning of matrices in update step
Replies: 0  

Advanced Search

Back to Topic List Back to Topic List  
Matthijs

Posts: 2
From: amsterdam
Registered: 11/18/16
Re: Unscented Kalman Filters: meaning of matrices in update step
Posted: Nov 18, 2016 4:24 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

I have a question on the measurement update in this filter.
It seems to me that for updating the state estimate, another Kalman matrix is required than for updating the covariance matrix, am I right?

x_aposteriori = x_apriori + K * innovation
[7x1] = [7x1] + [7x9] * [9x1]
--> K = [7x9]

P_aposteriori = P_apriori + K * P_vv * K'
[6x6] = [6x6] + [6x9] * [9x9] * [9x6]
--> K = [6x9]


Did I miss something in the paper?

Thanks in advance!



Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2017. All Rights Reserved.