Sample solution kalman_estimate

[andre_w]

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

[stephan.richter]

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