Kalmanfilter

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Fredrik
Fredrik le 6 Juil 2011
Hi! I have two vecotrs, one with observed data, and one with true data, from wind direction analyses. I would like to make the observed vector more simular to the "true" vector. So my question is, can you make a Kalmanfilter from just two vectors and their standard deviations?
Fredrik Lindelöw

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Paulo Silva
Paulo Silva le 6 Juil 2011
Sure you can, take a look on the FEX for examples of the use of the Kalman filter, for example this one Kalman equivalent lowpass filter

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