Kalman Filtering
2 Phases
- Update and predict
- Prediction - make estimates about the state
- Bk - represents how much each param (LLA) is expected to change
- Signa is uncertainty about your position
- Control inputs - any additional variables that can affect the state variables
- state variables - e.g. lat lon alt – the variables you want to measure
- state transition matrix - represents how the state variables change at each iteration.
- e.g. you would have delta t to represent the change in position relative to velocity
Parameters
- q
-
process noise
- too small of a q leads to causes a lag error
- too high q leads to noisy estimations