Kalman filter for system with variable acceleration

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How to form Kalman filter matrices A, B, H for x=(position, velocity, acceleration) while the acceleration is variable?

Risposte (1)

Gnaneswar Nadh satapathi
Gnaneswar Nadh satapathi il 4 Giu 2015
The filter matrices will remain same, but as far as my opinion is considered not to use use kalman filter for variable acceleration.
  1 Commento
javid navaheri
javid navaheri il 5 Giu 2015
Modificato: javid navaheri il 5 Giu 2015
What is the reason to avoid Kalman filter? I have noise on all position, velocity, acceleration. How to filter the noise while keeping the velocity equal to integral of acceleration and at the same time position equal to integral of velocity? Any suggestion?

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