Reply by mohan prasad April 11, 20032003-04-11
Hi everyone,
I am working on a kalman filtering problem,but i don't
understand how this algorithm is being used for two
dimensional tracking of the position variables.Unlike
LMS,NLMS and RLS algorithm I couldn't figure out
what's going on in this kalman filter as it is
completely dependent on state equaions.If someone
could explain this with an example I would appreciate
thanks in advance


p.s:Let's say the position variables are assumed to be
observed in noise and represented as a state equation
how do we track the position variables?