I would like to apply a kalman filter on data I receive from a sensor, i.e. a lightsensor. I have 3 light sensors, 1 for each axis. I am grouping all the data from the three sensors in 1 formula.
My question: How do i determine the values/content of the two matrices Fk and Bk? These are related to P, Q and R covariant matrices. I know it has to do with covariant matrices, but I'd need some more explanation.
