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Kalman filter Rt and Qt

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bahadir safak
bahadir safak am 12 Jan. 2017
Kommentiert: Star Strider am 15 Jan. 2017
Dear Sir
What is the Rt and Qt matrix in algorithm. İt should be 2x1 matrix.

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Honglei Chen
Honglei Chen am 12 Jan. 2017
Both Rt and Qt should be square matrices. Rt is the process noise covariance and Qt is the measurement noise covariance. The subscript t means that may change over time. For your problem, I believe you can use R and Q for them.
HTH
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bahadir safak
bahadir safak am 15 Jan. 2017
How can ı delete this question.
Because I get my answer from Honglei
Star Strider
Star Strider am 15 Jan. 2017
Please do not delete it.
If this is a homework assignment, mention that you needed help and Honglei provided it on MATLAB Answers. It is always best to acknowledge the help you have received rather than to claim it as your own work.
In this instance, Honglei simply helped you understand it, and there is nothing wrong with that. Honglei did not solve it for you.

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