From help-request at octave dot org Fri Feb 18 15:38:46 2005
Subject: Re: What is G parameter of dkalman?
From: Andrey Romanenko <andrew at eq dot uc dot pt>
To: help at octave dot org
Date: Fri, 18 Feb 2005 21:39:10 +0000

Hello,

On Friday 18 February 2005 18:15, Ivan Martinez wrote:
> Hello all, I'm trying to use dkalman but I don't understand the meaning
> of "G" parameter. Could anybody tell me?. Thank you.

It defines how the process noise is injected into the system. If, for 
instance, you have 3 states and a 3 element noise vector that affects the 
system directly, G is diag([1 1 1]). Note, that in general, the a priori 
covariance update is

P_{k|k+1}=\Phi P_{k|k} \Phi^\mathrm{T}+G Q G^\mathrm{T}.


"help dkalman" gives an idea 
Hope this helps.

Andrey



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