EKF problem

asked 2015-12-13 22:24:40 -0500

dmngu9 gravatar image

Hi, I try to reduce noise of sensor reading using EKF and this is what I got http://s1308.photobucket.com/user/dmn...

it does reduce noise a bit but still follow the trend (red line is ground truth, blue is EKF, green is measured ). Does that mean my transition equation is wrong ?

Is EKF good with high noise data like this

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