Question

The following problem is for a temperature measurement device and associated data. The True Temperature is...

The following problem is for a temperature measurement device and associated data.

The True Temperature is 105 degrees

Our initial estimate is that the temperature is 97 degrees

The initial error in estimate is 3.15 degrees

Our initial measurement is 97 degrees

Our error in our measurement device is 3 degrees

Calculate the Kalman gain:

Calculate the estimate:

Calculate the error estimate:

Where: Kalman Gain = KG

Error in Estimate = E EST

Error in Measurement = E MEA

Current Estimate = EST t

Previous Estimate = EST t-1

E EST t

t + 2

T + 3

t +4

T +5

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