Ask Question, Ask an Expert

+1-415-315-9853

info@mywordsolution.com

Ask Electrical & Electronics Expert

Implementing Kalman fillter

Suppose xi is a state-scalar that admits the following recursion (so-called the first-order Gauss-Markov process):

                 xi+1 = 0.9xi + ni
where the process noise ni is a zero-mean Gaussian random variable with variance Qi = 1. We assume the initial state x0 is also a zero-mean Gaussian random variable with variance π0 = 1. Also, assume the scalar observation yi and xi ts the following linear model:
                  yi = xi + vi
where the measurement noise vi is a zero-mean Gaussian random variable with variance Ri. Assume

E(ninj*)= δij , E(vivj*)=Riδij , E(nivj*) = 0, E(nix0*) = 0, E(vix0*) = 0.

For (i) Ri = (0:9)i, (ii)Ri = 1, (iii)Ri = (1.1)i do the following and describe your results.

1. Plot πi = E(xixi) for i = 0; 1,....,200.

2. Plot the gains Kp,i and Kf,i for i = 0; 1,...., 200.

3. Plot Re,i = E(eiei); Pi|i = E(x~i|i x~i|i), Pi+1|i = E(x~i+1|i x~i+1|i), ∑i for i = 0; 1,....,200.

Electrical & Electronics, Engineering

  • Category:- Electrical & Electronics
  • Reference No.:- M9758

Have any Question? 


Related Questions in Electrical & Electronics

1 considering te modes in a dielectric slab guide specify

1. Considering TE modes in a dielectric slab guide, specify the fundamental mode and discuss the associated cutoff condition. 2. Compare the phenomenon at cutoff in a metallic waveguide with that at cutoff in an optical ...

Consider two bar elements under a force at the tip using

Consider two bar elements under a force at the tip. Using the displacement controlled method, plot the load-displacement curve (F vs. u 2  and u 3 ). Increase the tip displacement u 3  up to 1.0 m by ten equal increments ...

1 if alice and bob need to communicate using asymmetric-key

1. If Alice and Bob need to communicate using asymmetric-key cryptography, how many keys do they need? Who needs to create these keys? 2. Why do you think asymmetric-key cryptography is used only with small messages. 3. ...

The rate of shear work per unit volume is given by the

The rate of shear work per unit volume is given by the product tv. For a parabolic velocity profile in a circular tube (see given Example), determine the distance from the wall at which the shear work is maximum. Example ...

The tank in the previous problem feeds two lines a 4-cm

The tank in the previous problem feeds two lines, a 4-cm pipe that exits 10 m below the water level in the tank and a second line, also 4 cm in diameter runs from the tank to a station 20 m below the water level in the t ...

Consider a deformation of a rectangular bar whose deformed

Consider a deformation of a rectangular bar whose deformed geometry is given as x 1 = αX 1 , x 2 = βX 2 , x 3 = βX 3 When the material is incompressible and St. Venant-Kirchhoff material properties are given as E = 600 M ...

1 what is the propagation vector interpret the significance

1. What is the propagation vector? Interpret the significance of its magnitude and direction. 2. Discuss how the phase constants along the coordinate axes are less than the phase constant along the direction of propagati ...

A thin rod of diameter d is pulled at constant velocity

A thin rod of diameter d is pulled at constant velocity through a pipe of diameter D. If the wire is at the center of the pipe, find the drag per unit length of wire. The fluid filling the space between the rod and the i ...

1 define wavelength how is it related to the phase

1. Define wavelength. How is it related to the phase constant? 2. What is the relationship between frequency, wavelength, and phase velocity? What is the wavelength in free space for a frequency of 15 MHz? 3. What is the ...

Sherman peabody earns a monthly salary of 1500 which he

Sherman Peabody earns a monthly salary of $1,500, which he receives at the beginning of each month. He spends the entire amount each month at the rate of $50 per day. (Assume 30 days in a month.) The interest rate paid o ...

  • 4,153,160 Questions Asked
  • 13,132 Experts
  • 2,558,936 Questions Answered

Ask Experts for help!!

Looking for Assignment Help?

Start excelling in your Courses, Get help with Assignment

Write us your full requirement for evaluation and you will receive response within 20 minutes turnaround time.

Ask Now Help with Problems, Get a Best Answer

WalMart Identification of theory and critical discussion

Drawing on the prescribed text and/or relevant academic literature, produce a paper which discusses the nature of group

Section onea in an atwood machine suppose two objects of

SECTION ONE (a) In an Atwood Machine, suppose two objects of unequal mass are hung vertically over a frictionless

Part 1you work in hr for a company that operates a factory

Part 1: You work in HR for a company that operates a factory manufacturing fiberglass. There are several hundred empl

Details on advanced accounting paperthis paper is intended

DETAILS ON ADVANCED ACCOUNTING PAPER This paper is intended for students to apply the theoretical knowledge around ac

Create a provider database and related reports and queries

Create a provider database and related reports and queries to capture contact information for potential PC component pro