Using "kalman" with a Zero B matrix
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I am trying to use the "kalman" command to compute the steady-state gains for a Kalman filter in a signal tracking problem. There are no inputs. So, the dynamic equations are:
X[k+1] = A*X[k]; Y[k] = C*X[k];
I feel like there should be a way to do this. Any ideas? Thanks!
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Answers (1)
Arkadiy Turevskiy
on 22 May 2014
Yes, you can use kalman to design a Kalman filter for a system with no input u . Did you try it? Did you run into problems?
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