Why do we need to estimate the true position in Kalman filters?
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Published on 2011-01-16T17:43:26Z
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2011/01/17
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I am following a probably well-known tutorial about Kalman filter here
From these lines of code:
figure;
plot(t,pos, t,posmeas, t,poshat);
grid;
xlabel('Time (sec)');
ylabel('Position (feet)');
title('Figure 1 - Vehicle Position (True, Measured, and Estimated)')
I understand that x is the true position, y is measured position, xhat is estimated position. Then, if we can compute x (this code: x = a * x + b * u + ProcessNoise;), why do we need to estimated x anymore?
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