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please solve it by hand .. this problem is related to Kalman Filter Question#4 [CLO-3; Marks :70]. (a) A small single engine aircraft uses simple

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please solve it by hand .. this problem is related to Kalman Filter

Question\#4 [CLO-3; Marks :70]. (a) A small single engine aircraft uses simple two state GPS and VOR/DME integration. The key parameters are as follows: A= 1.00000.500000.8000B=[00];C=[10]&D=0;Q=0.10000.30000.30000.2500&R=0.1000 Measured position can be taken as 9km At time tn prediction step values of " X " \& "P" The " x " matrix is 8.9389.426 The P Matrix is 0.0980.036 0.0362.63 At time tn calculate the value of Kalman gain " k ". Updated values of " x " & " P ". (55) (b) What are the states used in integration of INS and GPS in actual systems. What will be the dimensions of Q matrix in this case? (10+5)

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