Excented Kalman filter demonstration using TrackSim program -------------------- The basics --- use 's' to run, so can pause SysNoise->Gaussian Display scale: 128:1 (default) MeasNoise scale: 1.0 (default) SysNoise scale: vary from 0.0625 to 1.0 (shows different amounts of distortion, resembling spool unwinding in textile machine) Show measurements only -- can you see the state? Very difficult! -------------------- Show KF on this type of system note: MeasNoise/SysNoise = actual MEAS_NOISE/DYN_NOISE = filter Display->Filtered state tune DYN_NOISE down to 0.03125 (can start to see sinusoid) sinusoid of filter lags actual state, why? tune DYN_NOISE down to 0.003906 (smoother but lags even more, why?) -------------------- Show EKF on this system Filter->EKF system->reset tracks very closely turn SysNoise up steadily, see filter maintain turn off Display->Actual so can only see measurements again switch between filter->KF and filter->EKF, comparing performance