Kalman Filter wind speed estimation

2013 3 25
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What is the best way to use the kalman function (or other) in order to estimate missing wind speed values?

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Youssef Khmou
Youssef Khmou 2013-3-26

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hi james,
You can use interpolation method to estimate the missing values from your data,
Concerning the Kalman Filter, you need to set the initial conditions, and implement the algorithm:
Suppose that your data ( Wind velocity estimate) fits the model :
Xn+1=A*Xn+Wn with Wn~N(0,R)
Yn= H xn+Vn with Vn~N(0,Q)
Then, You can apply the Kalman Filter ,
For better view , i recommend that you take a look at this material :
" An introduction to the Kalman Filter " by Greg Welch and Gary Bishop.
For an example to get ideas from, i recommand my submission :
http://www.mathworks.de/matlabcentral/fileexchange/38353-1d-standard-kalman-filter-simulink-model-program

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james
james 2013-3-28
I have set initial conditions, but I am struggling to understand how my values (windspeeds) fit in with the filter? As in how does the filter use my values?
james
james 2013-3-29
Furthermore, could you expand on the 'interpolation' to estimate the missing values? Will i have to do this before the kalman filter is applied?

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james
james
2013-3-25

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