Attempted to access A(5); index out of bounds because numel(A)=4.

clc;

N = 100;

w = 0.5;
q = 0.01;
r = 0.1;

%%This is the transition matrix
A = [cos(w)    sin(w)/w; 
     -w*sin(w) cos(w)];

%%This is the process noise covariance
Q = [0.5*q*(w-cos(w)*sin(w))/w^3 0.5*q*sin(w)^2/w^2;
     0.5*q*sin(w)^2/w^2          0.5*q*(w+cos(w)*sin(w))/w];

   % This is the true initial value
  x0 = [0;0.1]; 

X = zeros(2,N);  % The true signal
Y = zeros(1,N);  % Measurements
T = 1:N;         % Time
x = x0;
P=eye(2);

for i=1:N %kalman predict m(i) = A(i)*X(i) P(i) = A(i) * P(i) * A(i)' + Q(i); end

Answer 1

[Image Analyst]

A is a 2-D array of size 2-by-2, so what you you expect to happen when you use only one index, i, into it? And since it has only 4 elements, what do you expect should happen if you send in i of 5 up to 100 into it? What is the 100'th element of A, which has only 4 elements?

Answer 2

[Stelios Fanourakis]

U right! Thanks! I noticed it later on