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balzer82 avatar balzer82 commented on June 3, 2024

Hi ruoyu0088,
you can think about the process noise covariance matrix Q as an wrapper for everything, which is possible and is not modeled by the dynamic matrix. So, it estimates how bad things can get when the system is run open loop for a given period of time, without measurement (correction step).
So I took into account, that the very light ball is influenced in every direction by air and nonlinear drag.

But theoretically your Q is correct! As you can see, after some filter steps, the Kalman filter itself, figured it out and estimated the uncertainty (P) in the same shape as you want to define it for Q:

bildschirmfoto 2014-08-02 um 20 48 34

from kalman.

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