Kalman filter question

[aki2007]

Hi,

I am trying to understand how the Kalman filter works, and there is one thing that really puzzles me:

I am looking at the example supplied with the software, and what I cannot figure out is how Vensim knows that it should try and get "Inventory" to match "Meas Inventory" - where do we tell the filter about this connection between both variables? Or is the "Meas_ " notation standard?

Thanks,

Alex

[bob@vensim.com]

Hi Alex,

meas inventory is compared to data on meas inventory. The mathematics of the filter map that back to Inventory during the state update. Since there is no noise used in the model when the filter is active meas inventory and inventory are the same - thus the comparison.