Kalman Filtering

Hi
My final year project on Inertial navigation system using Gyro and
Acclerometer.
for filtering i calculate the bias,angular random walk and RRW variance
from Allan variance, But i dont know how to use it in Kalman filter
equation. Can anybody tell me How to write the matrix
x(k+1) = Ax(k)+ bu(k)+w(k)
y(k) = cx(k)+z(k)
i am measuring acceleration from that i have to calculate the velocity and
position 
so what is w and z for this equation,is there is any relation between
allan variance coefficient nad w and z coefficient ?

i read many paper but i didn't anything about how to find the coefficient
of w and z using allan variance

please help me
regards
Mj 

On May 20, 10:18 pm, "mj" <mahaveerjain...@yahoo.co.in> wrote:
> Hi
> My final year project on Inertial navigation system using Gyro and
> Acclerometer.
> for filtering i calculate the bias,angular random walk and RRW variance
> from Allan variance, But i dont know how to use it in Kalman filter
> equation. Can anybody tell me How to write the matrix
> x(k+1) = Ax(k)+ bu(k)+w(k)
> y(k) = cx(k)+z(k)
> i am measuring acceleration from that i have to calculate the velocity and
> position
> so what is w and z for this equation,is there is any relation between
> allan variance coefficient nad w and z coefficient ?
>
> i read many paper but i didn't anything about how to find the coefficient
> of w and z using allan variance
>
> please help me
> regards
> Mj

A random walk is just integrated white noise. Therefore you need the
state-space equations of an integrator driven by white noise..

why worry sir..

your kind of thesis is already done at chalmers..when i was there in
chalmers

http://db.s2.chalmers.se/download/masters/master_049_2003.pdf

thanks
particlereddy