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From: electrical_storm on 20 May 2010 16:03
So after thinking and reading a bit more, I see that the process noise
covariance matrix should have nothing to do with the bias in my measurement
noise.
So, I guess Q should be augmented similar to A.
Now as you said, if I have to model the noise as a system with pure
integrators, so should the measurement matrix, C_augmented, be [c dt] ?

Please correct me where I am wrong.


From: Tim Wescott on 20 May 2010 16:10
electrical_storm wrote:
> So after thinking and reading a bit more, I see that the process noise
> covariance matrix should have nothing to do with the bias in my measurement
> noise.
> So, I guess Q should be augmented similar to A.
> Now as you said, if I have to model the noise as a system with pure
> integrators, so should the measurement matrix, C_augmented, be [c dt] ?
>
> Please correct me where I am wrong.

That depends...

I think it's appropriate that C_augmented = [C 1]; that gives you the
'exact' value of the offset as your state. I can't see why one would
want to do it differently, unless one had some really peculiar purpose
in mind.

--
Tim Wescott
Control system and signal processing consulting
www.wescottdesign.com
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