I have been watching this video series to try to understand the kalman filter. The instructor has this layout explaining the process. What I don't understand is the difference in the error matrix Z in equation 5 and observation errors. The error matrix in the title is the Z matrix.

Kalman Filter Process

The image above is from here and he elaborates about equation 5 in this video. In the elaboration video, he says that Z differs from the observation errors in the bottom right corner and these errors represent delays in the electronics. These errors makes sense to me but I thought they were the observation errors. What are observation errors then? Is there a physical explanation to them?


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.