What are the values used for initialization of matrices in kalman filter algorithm?

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Ashok Shettar 2018-2-14

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评论： Ashok Shettar 2018-2-15

Hello,

We have been working on kalman filter(2D) and we are not getting proper results due to improper initialization of matrices. It would be of great help if we get values for "state transition matrix", "measurement matrix", "process covariance matrix", "process noise" and "measurement noise" in two dimensional motion.

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Answer 1

Honglei Chen 2018-2-14

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https://ww2.mathworks.cn/matlabcentral/answers/382630-what-are-the-values-used-for-initialization-of-matrices-in-kalman-filter-algorithm#answer_305133

What is your 2D motion model? All these parameters depend on your motion model so there is not a common setting for all situations. You would have to provide a bit more info before others can provide suggestions