Hello,

I am trying to set parameters for model of process and measurement of gyroscope and apply to Kalman Filter.

Ts...sample rate

MODEL OF PROCESS

x_k=[angle, angular_rate]...estimating state of process

A=[[1 Ts],[0 1]]...state transition matrix

B=0...input matrix

u_k=0...control input

W...power spectral density=0.2°/s.

Q=[[W/3*Ts^3, W/2*Ts^2][W/2*Ts^2, W*Ts]]...covariance matrix for process noise

MODEL OF MEASUREMENT

R=(W/2)^2...variance of measurement

H=[0 1]...measurement matrix

z_k=[0 measuring_angular_rate]...measurement

I think that model of process is OK. But I dont know if I have correct set the parameters for model of measurement.

Please help me. Pavel.