4 Questions 6 Answers 0 Followers
Questions related from Jan Bischof
I have a signal x_(k+1)=x_(k)+w_(k) with white noise w_k (white noise with known variance) and I measure y_(k+1)=x_(k+1)+v_(k+1) (white noise with known variance). Or i can formulate it in...
13 June 2014 8,871 5 View
I want to use a EKF for parameter (p) and state (x) estimation. I am currently not understanding the difference between (1) the formulation of the parameters as states: x_new=[x,p] and using a...
12 February 2014 2,803 6 View
I am currently working on an extended kalman filter for a nonlinear system. Very confusing for me is the fact, that the most of literature describes EKF for systems without an input u. Is there a...
21 December 2013 1,247 8 View
Can somebody explain, how I can proof observability for the system x'=x+u and observer equation y=(x-2)^2
20 December 2013 4,377 12 View