alt Hacker NewsI just glossed through for now so might have missed it, but it seemed you pulled the process noise matrix Q out of a hat. I guess it's explained properly in the book but would be nice with some justification for why the entries are what they are.
I just glossed through for now so might have missed it, but it seemed you pulled the process noise matrix Q out of a hat. I guess it's explained properly in the book but would be nice with some justification for why the entries are what they are.
To keep the example focused and reasonably short, I treated Q matrix as given and concentrated on building intuition around prediction and update. But you're right that this can feel like it appears out of nowhere.
The derivation of the Q matrix is a separate topic and requires additional assumptions about the motion model and noise characteristics, which would have made the example significantly longer. I cover this topic in detail in the book.
I'll consider adding a brief explanation or reference to make that step clearer. Thanks for pointing this out.