thom
05-03-2006, 03:49 PM
Hi,
I have just studied Kalman filtering algorithm to reduce noise, and I hav
seen that a state transition matrix, the channel distortion matrix, th
covariance matrix of the state equation input and the covariance matrix o
the additive noise are needed...
Do you know if there is a mean to use the algorithm without thes
parameters? In my opinion there are cases for which it's not possible t
model the channel distortions or the transition between a sample x(n-1
and a sample x(n).
I have just studied Kalman filtering algorithm to reduce noise, and I hav
seen that a state transition matrix, the channel distortion matrix, th
covariance matrix of the state equation input and the covariance matrix o
the additive noise are needed...
Do you know if there is a mean to use the algorithm without thes
parameters? In my opinion there are cases for which it's not possible t
model the channel distortions or the transition between a sample x(n-1
and a sample x(n).