Howtosignalprocessing
- What is 2D Kalman Filter?
- Why Kalman Filter is optimal?
- What is process noise in Kalman Filter?
- How does extended Kalman filter work?
What is 2D Kalman Filter?
A 2D Kalman Filter is designed to track a moving target.
Why Kalman Filter is optimal?
Kalman filter is statistically optimal in a sense that it gives the minimum error covariance estimate, based on all available observation data at the present time step under the linear system.
What is process noise in Kalman Filter?
Process Noise
Therefore, when a Kalman filter estimates the motion of an object, it must account for unknown deviations from the motion model. The term 'process noise' is used to describe the amount of deviation, or uncertainty, of the true motion of the object from the chosen motion model.
How does extended Kalman filter work?
The Extended Kalman Filter (EKF) handles nonlinear process and measurement models by resorting to linearization for the propagation of error covariance matrix and Kalman gain computation.
