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Apr 13, 2017 at 12:47 history edited CommunityBot
replaced http://dsp.stackexchange.com/ with https://dsp.stackexchange.com/
Sep 5, 2012 at 16:00 comment added c0dehunter Could you explain how to get process covariance for first solution (3 state variables)? I can't find a decent link online which would explain it thorough in practice.
Sep 5, 2012 at 12:50 vote accept c0dehunter
Sep 5, 2012 at 12:16 comment added Jason R I was able to recover the edited text and reapplied it to my answer.
Sep 5, 2012 at 12:16 history edited Jason R CC BY-SA 3.0
reinstated edit that was lost in the migration back from physics.SE
Sep 4, 2012 at 19:32 comment added c0dehunter There is a whole mess with migrating questions. Part of your answer is gone. I hope mods repair this. Also, look at Addition 2 in my original question.
Sep 4, 2012 at 13:40 history migrated to physics.stackexchange.com
Sep 4, 2012 at 13:31 comment added c0dehunter Thank you, you really lit a light in my head. But I am still not grasping what is my acceleration expecting to be in next step (if not constant) - this is important to build transition matrix A, the last row to be precise. What would you suggest?
Sep 4, 2012 at 3:48 history answered Jason R CC BY-SA 3.0