% Noise parameters process_noise_pos = 0.1; process_noise_vel = 0.1; meas_noise_pos = 3; % GPS-like noise
% Noisy measurement z = true_pos + meas_noise_pos * randn; meas_traj(k) = z; kalman filter for beginners with matlab examples download
% Noise parameters process_noise_std = 0.5; % uncertainty in model (e.g., window opens) measurement_noise_std = 2; % sensor noise % Noise parameters process_noise_pos = 0
% --- Update --- x_est = x_pred + K * (z - H * x_pred); P_est = (eye(2) - K * H) * P_pred; % Noise parameters process_noise_pos = 0.1
% Simulation parameters dt = 1; % time step (seconds) T = 50; % total time steps
% Initial guess x_est = 20; % initial estimate (wrong on purpose) P_est = 5; % initial uncertainty (high)