The process: state= position, velocity, acceleration Ax11+B2+ k( state at time is k size=nxn)=state e tran sition matⅨ (SIze=n×n )nput gain 1) input Wisize-nxd) =state transitio n noise, prob(w)=N(o, 2) ***米***米****米***米****米********米*** k where, k(size=mxl) measurements (sIze=mxn state measurement relation (siZe=m×1) measurement noise, prob(v)=N(o, r SFMKalman vgaSFM Kalman V9a 11 The process : state= position, velocity, acceleration • v measurement prob(v) N ( ,R) H measurement where z measurement s z Hx v w prob(w) N Q u B A x k x Ax Bu w m m n k m k k k n k n n n n n k n k k k k noise, 0 state & relation , (2) ********************************** state transitio n noise, (0, ) input input gain state_tran sition matrix state at time is (1) (size 1) (size ) (size 1) (size 1) (size 1) (size ) (size ) (size 1) 1 1 = = = = = + − − − − − − − − − − − − − − − − − − = = = = = = = + + − − − − − − − − − − − − =  =  =  =  =  =  =  =  − −