Metaheuristics for Medicine and Biology by Amir Nakib & El-Ghazali Talbi

Author:Amir Nakib & El-Ghazali Talbi
Language: eng
Format: epub
Publisher: Springer Berlin Heidelberg, Berlin, Heidelberg

(5.21)

(5.22)

where and are the process and the observation noises which are both assumed to be zero mean multivariate Gaussian noise with covariance and , respectively. In the prediction phase, the state is predicted using:

(5.23)

and the predicted covariance matrix is estimated by using:

(5.24)

The predicted state is updated using

(5.25)

where is the optimal Kalman gain, is the measurement residual and is the residual covariance

(5.26)

(5.27)

(5.28)

To use these equations, it is necessary that the functions f and h are locally linearized. Thus, the transition matrix and the observation matrix are obtained by taking the partial derivative of the nonlinear equations. The state transition and observation matrices are defined to be the following Jacobians

Download

Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.