Sample solution kalman_estimate

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andre_w
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Sample solution kalman_estimate

Beitrag von andre_w » 14. Feb 2013 15:34

Hello,

I think that there is a small error in the sample solution of the kalman_estimate function.

The matrix A is calculated in the sample solution in the following way:

Code: Alles auswählen

A = (X(2:end, :)' * X(1:end-1,:)) / (X(1:end,:)' * X(1:end,:));
I think that this line should be:

Code: Alles auswählen

A = (X(2:end, :)' * X(1:end-1,:)) / (X(1:end-1,:)' * X(1:end-1,:));
The sums in the formula for the matrix A start with k=2 - so I don't think that it is correct to use the whole X matrix.

Best regards,
Andre
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stephan.richter
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Registriert: 19. Nov 2012 10:53

Re: Sample solution kalman_estimate

Beitrag von stephan.richter » 14. Feb 2013 15:44

Yep, that's right.
Thanks for pointing that out.

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