: Adjusts that guess based on a new sensor measurement, weighted by the Kalman Gain . Noise Types : Process Noise ( ) : Uncertainty in your model (e.g., wind pushing a plane). Measurement Noise ( ) : Uncertainty in your sensors (e.g., GPS jitter). Top MATLAB Examples and Downloads
The algorithm projects the current state and error covariance ahead in time to obtain a "prior" estimate for the next step. State Prediction Error Covariance Prediction : State transition matrix. : Control input matrix. : Process noise covariance. Step 2: The Correction (Measurement Update) : Adjusts that guess based on a new
