state estimation using kalman filtering
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Hi,
I use a kalman filter programme din MATLAB to estimate the states of a mechanical system. the states are namely rotational speed and torque. I have both process and measurement noise.
By playing with the covariance matrix Q until I get a good estimation of the states, I finally shaped the values of Q such a way that i get a perfect estimation of speed and toque.!
However, the matrix Q is not anymore symmetric.! It is 2x2 and the items q12 and q21 are not the same. If I make them same, the result of the filtering is rediculous.
But, this does not correspond to a covariance matrix!!!.. Can anybody help me on this? Why does this happen?
thanks alot
dimitris