KALMAN FILTER (Part 2)

Hello everyone. Hope you all will be fine. Now let’s move to the 2nd block mentioned in the flow chart named as “Calculate the Current Estimate”. The flow chart mentioned in the previous is as follow Actually, there are 3 things are important to be calculated. Kalman Gain (Method to calculate the Kalman Gain) Current Estimate The Error in new Estimate Therefore, there are 3 important equations to calculate the above-mentioned items. For Kalman Gain, the equation is as follow KG = Kalman Gain EEST = Error in Estimate EMEA…

KALMAN FILTER INTRODUCTION

KALMAN FILTER INTRODUCTION: It is an iterative mathematical process that uses a set of equations and consecutive data input to quickly estimate the true value, position, velocity, etc of the object being measured when the measured values contain unpredicted or random error, uncertainty or variation. The below flow chart is working of Kalman Filter Now let’s move towards understanding the block by block. So first we take interest in the calculation of Kalman Gain. Kalman Gain: Kalman Gain may be expressed as a ratio between Error in Estimate to the…