# Linear State Estimation Using a Weighted Least-Squares Method

Linear State Estimation Using a Weighted Least-Squares Method

Vary the variances of three measurements performed on a linear system to observe the changes in the estimation of the single state variable. The state variable is estimated using a weighted least-squares method. The system is linear simply because linear functions describe the variation of the measured quantities with changes in the state variable. Optionally, you can see the true values of the state variable and the measured quantities, as well as the state variable estimate and the recalculated values for the three measurements. You can zoom to see details on the axis.

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