Kalmanfilter

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

Answer 1

[Paulo Silva]

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