Hello!

You have an array with the values put in the Kalman filter. One can not understand: how to calculate the variance-covariance matrix at (k-1) step (step), that is, the value of P_{k-1|k-1}? What does it lay?

You have an array with the values put in the Kalman filter. One can not understand: how to calculate the variance-covariance matrix at (k-1) step (step), that is, the value of P_{k-1|k-1}? What does it lay?

asked July 8th 19 at 15:52

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