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Id zero mean gaussian noise the covariance of the

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Unformatted text preview: un-modeled pivot friction, rod mass, air resistance), which is a 2×1 vector of independently and identically distributed (i.i.d) zero-mean Gaussian noise. The covariance of the process noise is Q = cov η = [0.0320, 0; 0, 0.0008] . The rod length ! = 2(!), gravitational acceleration! = 9.8 (m/s ! ), a) Write down the general formula of the Kalman Filter time update equations for state X and covariance P, and briefly explain each term of the equations. b) Using equation (1), simulate the st...
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