Spend time understanding Q and R. They are the heart of your filter.
%% 2. True System (We simulate reality) true_pos = 0:dt 10:T 10; % True position = 10 m/s * time true_vel = 10 * ones(size(t)); --- Kalman Filter For Beginners With MATLAB Examples BEST
At its heart, the Kalman filter is a sophisticated way to compute a weighted average. It has two sources of information: Spend time understanding Q and R