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How is the process noise covariance matrix calculated ( Whats the actor Matrix G)? #19

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zainmehdi opened this issue Jul 21, 2021 · 2 comments
Open

How is the process noise covariance matrix calculated ( Whats the actor Matrix G)? #19

zainmehdi opened this issue Jul 21, 2021 · 2 comments

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@zainmehdi
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I read the notebooks and there I see an actor G is used to calculate Matrix Q every time. I am unable to understand whats the role of G (Actor) can you please point me towards some resources which might explain in detail how we come up with this formulation ?
Thanks alot
@nnop
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nnop commented Nov 5, 2021

Same question. +1

@boooowen404
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G is the noise driving matrix. In fact, it is used to describe the impact of noise when the system state is updated. However, this matrix is not mentioned in the state equation in the article, which may make it difficult to understand.

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@zainmehdi @nnop @boooowen404