Použití Kalmanova filtru pro filtraci a analýzu navigačních dat

Abstract

The diploma thesis deals with the use of the Kalman filter for reducing the measurement error in experimental data. The filter algorithm was created in the MATLAB enviroment. It was analysed how to setup the filter parameters and the initial guess of the state variable and the covariance matrix, including its effect on the result of filtration. There were solved three problems. The filtration of random constants is the first one. The further problem solves the calculation of velocity based on the track coordinate which are recorded by GPS. The last problem deals with reduction of the measurement error of a ramp function.