Kalman filter Rt and Qt

Dear Sir

What is the Rt and Qt matrix in algorithm. İt should be 2x1 matrix.

Answer 1

[Honglei Chen]

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

[bahadir safak]

How can ı delete this question.

Because I get my answer from Honglei

[Star Strider]

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.