Kalman filtering application
I am doing a project which is about energy comsumption estimation.
First, I need to read all parameters available in different time instant, i.e. x1(ti), x2(ti), x3(ti),... x6(ti) etc. ti means time at the ith interval. Suppose x6 represents power consumption at that instant while i believes that x6 is the dependent variable while x1, x2, .... x5 are all independent variables.
Then, i can formulate a linear equation, like x6 = a x1 + b x2 +c x3 + d x4 + e x5. Since i can get data for a series of time, say i = 1 to 100. Then, i can have 100 linear equations. Kalam filter is used to estimate a, b, c, d and e. Once their values are know, i can preduct x6(t101) based on x1(t101), x2(t101), ....x5(t101).
Then, i can compare such x6 at t101 with the real x6 from the simulator. Since it is a linear approximation, a, b, c, d and e will keep on changing. So, i need to write a program to keep track of these five constants and do predict. Then plot the graph of predicted x6 with the real x6 to finish my work.
Since i am new to Kalman filter, i have no idea how can i start my job with the filter. Can you guys give me some guidance how to start? I have read many materials about kalman filter, but i don't know which aspects of kalman filter is applicable to my project.....