23. Recursive Estimation
Nd787 C4 L1 A18 Recursive Estimation V1
Variable Reference
The following table explains the significance of some of the variables we'll be using.
| Variable | Meaning |
|---|---|
| x | The unknown (and constant) state vector. This is what we're estimating! |
| H | The (linear) measurement model. Perfect measurement of the state would yield Hx. |
| v | The noise which corrupts our measurements. It's sampled from a zero-mean normal distribution. |
| R | The covariance of the measurement noise. |
| m | The number of measurements made. |
| n | The size of the state vector, x. |
| \tilde{y} | The actual noisy measurements. |