So i have been trying to study the kalman filter for mpu6050. I used library from here it was made by tkjelectronics/lauszus. I already understand the "big" line of the library itself and already implement it. But i still have no idea why he came across to use F matrix like this :
can someone explain to me why? i have tried to google around but i havent found anything that provide me with information i have been trying to seek. Thank you.
Briefly, the Kalman filter algorithm consists of a prediction step and an update step. The prediction step estimates the current state of the system from the previous state. The update step updates/corrects the predicted state by using the next measurements observed.
The F matrix, also called state transition matrix, is used in prediction step. The form of F matrix depends on the motion model of the system.
Among many good resources, you may check the following to know more on How Kalman filter works
and How to implement Kalman filter
You may use the following python libraries to implement
Good luck.
