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kalman filtering all of the measurements

Kalman Filtering

All of the measurements generated by the seeker and the navigation system/rate gyros are noisy, and therefore need to be filtered.
The Kalman filter, and its variants, are the most common and usually the best way to filter a series of noisy measurements, and it will be an important component of this course.
The Kalman filter takes a series of measurements, together with an estimate of their accuracies, and combines the measurements in such a way that the weighting given to each measurement is related to its accuracy. The more accurate the measurement, the bigger the weighting given to that measurement.
This will be covered in more detail later in the course. Fortunately, the basic Kalman filter is very easy to program in the MATLAB programming environment.

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