I am wanting to create a Kalman filter that can be used to track an object undergoing sinusoidal (lets assume simple harmonic) motion. I have seen many examples and implemented my own python code for a simple SUVAT equation/projectile motion case however I have been having trouble finding examples where a Kalman filter is used to track an object moving with sinusoidal motion and I have been having trouble working out how to construct the State transition matrix (commonly called
A) and the Control matrix (commonly called
B) to model such behaviour.
This will eventually be used to track a noisy voltage signal corresponding to the position of an oscillating object such that one can recover it's 'true' motion.
I would appreciate if someone could direct me to some useful resources where I could learn how to do this or explain how I might go about doing this.