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What is the relationship Q, R and P in Kalman Filter?

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Junu Lee
Junu Lee 2021-5-25
评论： Junu Lee 2021-5-25
Now I'm studying Kalman Filter.
Actually, I know what is Q, R, P, but I don't know how to regulate those.
I set the noise of system and sensor as 3 and 2 each and I set the Q and R as 3^2 and 2^2.
I think it will be the best cuz I regulate Q and R accurately.
Am I right?
I set the Q and R accurately, But my code doesn't work as above.
But I set the Q and R very small value, for example, Q = 0.0001, R = 0.01, then the result is better than Q = 3^2 and R = 2^2.
Why my theory and the practice doesn't match?
I uploaded the my file.
Please check this file..

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采纳的回答

Sulaymon Eshkabilov
Hi,
It is nice that you are trying to design your own Kalman filter. But why not to play with MATLAB's built in Kalman filter:
https://www.mathworks.com/help/control/ref/ss.kalman.html
Good luck.

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