Unformatted text preview: unmodeled pivot friction, rod mass, air
resistance), which is a 2×1 vector of independently and identically
distributed (i.i.d) zeromean 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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 Spring '08
 Schaal
 Estimation theory, ΔT, Kalman filter, Filtering problem, briefly comment

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