A Fiery Death and State-Based Estimation

This project deals with the so-called Kalman filter, an algorithm for a recursive solution to the discrete-data linear filtering problem. Originally published in a 1960 paper by R.E. Kalman, the algorithm provides an efficient recursive computational means to estimate the state of a process, in a way that minimises the mean of the squared error (or variance).

Build and run

Make sure you have cpgplot installed, the C-callable version of pgplot http://www.astro.caltech.edu/~tjp/pgplot/

Command line

Build:

make proj_5

Then run:

./proj_5

Within CLion, JetBrains' IDE for C projects

The CMakeLists.txt file should give you everything you need to specify build targets and required libraries, allowing you to build and run within the IDE.

Data files

You will need to adjust the path to the data source files x_data_p06.dat and y_data_p06.dat to provide a full absolute path to these from the root of your local filesystem.

Preparation of report

You can build the finished pdf of the report using the Project5.tex file and your favourite LaTeX compilation program. I used TexStudio on Mac http://www.texstudio.org