Kalman filter matrix dimensions mismatch

Question

I have created following dimensional matrices for a Kalman Filter:

• Matrix X, the state matrix: 4x1, which has: [X; dX; Y; dY]

  • X: x-coordinate
  • dX: rate of changing x-coordinate
  • Y: x-coordinate
  • dY: rate of changing y-coordinate.
• Matrix H, the observation matrix: 2x4
• Matrix R, the measurement noise covariance matrix: 2x4.
• Matrix Z, the measurement matrix: 4x1 since there are 4 measurements for states.

But apparently there is a mismatch of matrix dimensions as apache Kalman filter throws matrix dimension mismatch exception.

I'm slightly confused with creating matrices suitable to a measurement matrix (Z) of 4x1 and state matrix of 4x1.

Answer 1

if H is 2x4, then R should be 2x2, and z should be 2x1

Answer 2

From the documentation it's either your control vector or your measurement vector, which has an incorrect size.

There are 2 cases where that exception can be thrown.

Case predict: DimensionMismatchException - if the dimension of the control vector does not match

Case correct: DimensionMismatchException - if the dimension of the measurement vector does not fit

There are few cases, but here it is due to number of rows of matrix R being not equal to number of rows of z.