Prev: ifft after modifying a signal
Next: Possible new faster algorithms for FFT of 3^n and 6^n sizes.
From: hagai_sela on 4 Jan 2010 09:05
bump.

Still having problems...
I discovered that the reason for the high values is that the covariance
matrix goes to almost zero. How can I prevent this?

Hagai.
From: Muzaffer Kal on 4 Jan 2010 10:27
On Mon, 04 Jan 2010 08:05:39 -0600, "hagai_sela"
<hagai.sela(a)gmail.com> wrote:

>bump.
>
>Still having problems...
>I discovered that the reason for the high values is that the covariance
>matrix goes to almost zero. How can I prevent this?

Did you increase your process noise?
--
Muzaffer Kal

DSPIA INC.
ASIC/FPGA Design Services

http://www.dspia.com
From: hagai_sela on 4 Jan 2010 11:27
I am using the values in Haykin's book (kalman filtering and neural
networks). I am using diagonal matrices for the process and measurement
noise as he specified, I tried increasing the values on the diagonal, and
now the covariance matrix is not zero, but it has low values on
off-diagonal items and high values in the diagonal items. The network's
output is still very high.
Any pointers on what I should look for?

Hagai.
 | 
Pages: 1
Prev: ifft after modifying a signal
Next: Possible new faster algorithms for FFT of 3^n and 6^n sizes.