Changing (which is the covariance of the stochastic disturbance):

  • Higher values of means that its high uncertainty in the model dynamics, and will trust the measurements more.
  • Lower values of means that the model is very accurate, and we will trust the measurements less.

We have done following measurements in the lab:

  1. Way too high matrix (10 on all diagonal elements)
  2. Way too low matrix (0.000001 on all diagonal elements)
  3. Decently good matrix (0.0001 on all diagonal elements) 3.1 Losing new data (with an implemented switch), and seeing how the system reacts to this.

We observed this

  1. .
  2. .
  3. . 3.1