ELEC-E8104 Stochastic models and estimation
Exercise 3
1. Lets assume a static acceleration sensor. Speed is computed by integration of acceleration
relative to time and position is obtained by integration of speed relative to time.
a. Assume a constant error d in acceleration measurement. How it affects on the position error
when time goes on?
b. Assume a zero mean Gaussian noise with variance q in acceleration measurement. How it
affects on the position error standard deviation when time goes on. You can use Kalman
filter covariance equation to solve this.
2. We have a position, a speed and an acceleration sensor fixed on a platform.
a. Design a three state Kalman filter to estimate the position, speed and acceleration of this
platform.
b. Design a two state Kalman filter to estimate the position and speed of this platform.