u/EngineMcEngineface

Hello,

I am learning about Kalman filters and wanted to gain a better intuition, so I made an interactive tool to show how Q and R matrices* affect filter performance, and what performance metrics exist.

https://kalman-lab.vercel.app/

The simulation is a cart standing still (IIUC this is the easiest way to keep Q and R as scalars). There is an option for the filter to assume the cart is moving at a constant velocity, which shows what happens when your model does not match reality.

Based on my understanding, the effects of dragging the R and Q sliders has the expected effect when the model matches (or doesn't match) reality. Does this match yall's intuition, or is something off?