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Kalman filter

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walker1

Industrial
Joined
Dec 27, 2001
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DK
I am not quite sure where to place this, but here goes.


I have implemented a 'simple' Kalman filter for 1 dimentional (range) tracking.

It works for slow targets, but I kind of wonder, if it is correct, that the range gain always end up at exactly the same value no matter what I set the two startup variances (sample noise and target dynamics) to?

The only difference noticed with changed parameters is how long time the filter needs to get the gain down there.

The time between samples is constant, The filter is 2-state (range and speed), but I only input range samples.
 
I suggest asking this question in the Communication and signal Processing Engineering forum for more pertinent answers.

Consider this thread closed to avoid double posting.


Dan - Owner
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