For Kalman filtering, can anyone suggest me about how to handle Q and R properly so that the error dont propagate during estimation?

05 May 2016 1 9K Report

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Dear Bidyut!

I think there are some interesting details:

https://www.google.hu/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&ved=0ahUKEwixivTj3fnMAhVCPRoKHWs8DjkQFgggMAA&url=https%3A%2F%2Fwww.jstatsoft.org%2Farticle%2Fview%2Fv039i02%2Fv39i02.pdf&usg=AFQjCNEh2HpWnvmIXCFEqqFtzQ26YsdcZA

Zoltan Podor

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