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For beginners, the most effective way to learn is by observing the filter in action using pre-built simulations.
% State Vector: x = [position; velocity] x = [0; 0]; % Initial guess (we assume it starts at 0,0 - this is wrong on purpose to test the filter) For beginners, the most effective way to learn
% Observation Matrix H (We only measure position, not velocity) H = [1, 0]; velocity] x = [0