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kalman_handouts - Initial conditions: Assumptions: State...

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1 Estimation – Discrete Dynamics Systems • Discrete System Dynamic Model – Q is the covariance of the system dynamics • Measurement model: – R is the covariance of the measurement – We can linearize a non-linear measurement model, h(): Estimation – Discrete Dynamics Systems
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Unformatted text preview: Initial conditions: Assumptions: State Estimation Extrapolation Error Covariance Extrapolation Graphical Form: TIME Computational Analysis Compute Reasonableness checks Compute Reasonableness checks Compute Compute Compute Updated estimate...
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This note was uploaded on 08/08/2008 for the course ME 739 taught by Professor Ferrier during the Spring '06 term at Wisconsin.

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