StackOverflow2013

Note that there are some explanatory texts on larger screens.

plurals

PO
text
Body
copied!<p>In Kalman filtering the "process noise" represents the idea/feature that the state of the system changes over time, but we do not know the exact details of when/how those changes occur, and thus we need to model them as a random process.</p> <p>In your refrigerator example:</p> <ul> <li>the state of the system is the temperature,</li> <li>we obtain measurements of the temperature on some time interval, say hourly, by looking the thermometer dial. Note that you usually need to represent the uncertainties involved in the measurement process in Kalman filtering, but you didn't focus on this in your question. Let's assume that these errors are small.</li> <li>At time <code>t</code> you look at the thermometer, see that it says 7degrees; since we've assumed the measurement errors are very small, that means that the true temperature is (very close to) 7 degrees.</li> <li>Now the question is: what is the temperature at some later time, say 15 minutes after you looked?</li> </ul> <p>If we don't know if/when the condenser in the refridgerator turns on we could have: 1. the temperature at the later time is yet higher than 7degrees (15 minutes manages to get close to the maximum temperature in a cycle), 2. Lower if the condenser is/has-been running, or even, 3. being just about the same.</p> <p>This idea that there are a distribution of possible outcomes for the real state of the system at some later time is the "process noise"</p> <p>Note: my qualitative model for the refrigerator is: the condenser is not running, the temperature goes up until it reaches a threshold temperature a few degrees above the nominal target temperature (note - this is a sensor so there may be noise in terms of the temperature at which the condenser turns on), the condenser stays on until the temperature gets a few degrees below the set temperature. Also note that if someone opens the door, then there will be a jump in the temperature; since we don't know when someone might do this, we model it as a random process.</p>

Querying!

Guidance

An individual column

Larger individual text columns get their own page to allow for proper reading.

SQuiL has stopped working due to an internal error.

If you are curious you may find further information in the browser console, which is accessible through the devtools (F12).

Reload