Trajectory

Process noise Q: 0.05 Measurement noise R: 15 Time step dt: 0.10 s

Show 2σ ellipse Show raw measurements Show model-only track

Stats

Step k0

True (x,y)—

Measure (x,y)—

Estimate (x,y)—

σx, σy—

|K|—

RMSE Kalman—

RMSE meas-only—

RMSE model-only—

Predict grows P along velocity; update shrinks P by K = P·Hᵀ·(H·P·Hᵀ + R)⁻¹. Small R + large Q ⇒ trust measurements; large R + small Q ⇒ trust the model.