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Questions tagged [ekf]

the extended Kalman filter, a filter for nonlinear state estimation.

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Odometry into EKF for localization

I want to fuse a Lidar-Odometry into my EKF where I'm already using encoder, IMU, GPS. The odometry has as output a delta pose, how to put that into the filter? How to deal with the covariances?
frank-resq's user avatar
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MPU6050 providing gyroscope values for linear acceleration

I am using this ROS2 driver to connect my MPU6050 to RPi 4 running ROS2 humble. It outputs an IMU message containing linear acceleration and angular velocity. The linear acceleration values seem to be ...
Redstone's user avatar
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Extended Kalman Filter Robot Localization Drift

I have implemented an EKF for robot localization in the style of robot_localization using the famous C++ template kalman library....
SystemSigma_'s user avatar
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Nonlinear continuous system function of IMU sensor fusion robot

For my robotics course I have to implement the nonlinear continuous system function for a mobile robot that is equipped with a GPS receiver and an IMU consisting of an accelerometer and a gyroscope. ...
exzoran's user avatar
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what exactly is 'observation model' for a robot

In my journey to understand the Kalman filter, I understood how a state model representation is derived for a robot and why(to get the robot state for a given input u) it is required. $$ \boldsymbol{...
krishna's user avatar
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Confused with EKF Localization

I have been trying to understand EKF localization from Probabilistic Robotics by Thrun Burgard and Fox. There the covariance prediction is given by $$\overline{\Sigma }_t=G_t\Sigma_{t-1}G^T_t+V_tM_{t-...
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Why is the EKF approximated this way?

I'm a student that recently started taking a course on cognitive robotics. The book I use is Probabilistic Robotics by Thrun Burgard and Fox. In the EKF algorithm, we linearized the action model in ...
Essam's user avatar
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EKF slam loop closure and landmark location updates

I asked a variation of the question before but I never got an answer. Basically I'm trying to understand how after loop closure the location of prior seen landmarks gets updated and their uncertainty ...
FourierFlux's user avatar
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Extended Kalman Filter and PID controller

I'm trying to build a model based on tracking an object in 2-D using MATLAB (time-varying system). I built the model using an Extended Kalman Filter and a PID controller. I have a doubt regards the ...
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Derivation of EKF slam landmark initialization

I have read a couple posts which gives the formula for initializing a new landmark in EKF slam but the derivation is not given. EKF-SLAM initialize new landmark in covariance matrix Could someone ...
FourierFlux's user avatar
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robot_localization not fusing imu data

According to the documentation in : http://docs.ros.org/en/noetic/api/robot_localization/html/state_estimation_nodes.html I was able to transform the imu data header fram from "imu_link" ...
shouyu du's user avatar
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EKF slam vs global bundle adjustment

How does EKF slam and the covariance matrix interact with global bundle adjustment? In particular the covariance matrix gives you a confidence on location but global bundle adjustment does not. How do ...
FourierFlux's user avatar
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robot_localization EKF node does not publish on /odometry/filtered (ROS2 Foxy)

I am using ROS2 Foxy and Gazebo 11 in Ubuntu 20.04. I have a URDF description of a mobile robot that uses 4 wheels for mecanum drive. Using the robot_localization package, I am creating an EKF node ...
Harshit Kaushik's user avatar
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robot_pose_ekf won't publish any messages

I am having trouble getting the robot_pose_ekf package to publish messages. I launch it with this launch file. ...
Doug's user avatar
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Derive the system's dynamics function and the Jacobian Matrix G of Extended Kalman Filter of a differential drive robot on a 2D plane

I have found the following answer on the system's dynamics function and what the Jacobian matrix G of the Extended Kalman Filter look like for a 2D robot with a differential drive. Taken from slides ...
Gabriele's user avatar
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No difference between UKF and EKF for SLAM

I built EKF and UKF SLAM algorithms. The problem is that I expected to see a difference because of the more precise approximation of the system in the UKF. Here's a screenshot from the estimated path ...
muller135's user avatar
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SLAM - Angle calculation failure ?-EKF

i am currently building up a EKF SLAM. I dont know where my mistake is but i think it has something to do with the angle my robot is driving towards but im not completly sure. First i thought it could ...
muller135's user avatar
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EKF Update Step measurement data doesnt fit state vector

I have an EKF SLAM Algorithm which tries to estimate the robots position (X,Y,Theta) + the X,Y coordinates of several landmarks. Like in the posted algorithm i have a range/bearing sensor. I ...
muller135's user avatar
1 vote
1 answer
139 views

EKF SLAM Prediction Step

My question relates to the prediction step in EKF SLAM when we get measurements. This is a question I've encountered while implementing EKF SLAM in ROS. At the beginning of the SLAM loop, we predict ...
Pedro's user avatar
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What's the correct approach to merging of localization and odometry data?

We've got a mobile platform with a source of odometry and an IMU, which are merged in an EKF filter (robot_localization node), producing continuous odom->base_link transform. The robot is also ...
mayor_Burns's user avatar
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Is the covariance matrix in the extended Kalman filter guaranteed to be positive definite (ignoring numerical errors)?

I understand that due to numerical errors (e.g., round off error and machine precision) that the covariance matrix may not be positive definite, but if computers had infinite precision, is the ...
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IMU Vision Fusion using EKF

I am trying to track an object indoors using an IMU (only accel and gyroscope) and a visual marker. This is similar to IMU+GPS fusion, where GPS is effectively replaced by the position that my vision ...
OlorinIstari's user avatar
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1 answer
361 views

Estimate noise covariance matrix of measurements using a ros-bag

I am facing the following issue, and some hint or orientation would be great. I am working on a project in which I was given a ROS bag, and I have to implement a localization node using SLAM. To do so,...
adiego73's user avatar
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1 answer
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State propagation from uncertain control input

Consider a nonlinear system $x(k+1)=f(x(k),u(k))$, where $x(k)\in\mathbb{R}^{n}$ is the state, $u(k)\in\mathbb{R}^m$ is the control input. Here $u(k)$ is normally distributed RV with mean $\mu_u(k)$ ...
Astghik Hakobyan's user avatar
2 votes
1 answer
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2D Visual-Inertial Extended Kalman Filter

I am trying to implement an Extended Kalman filtering for combining IMU data and visual odometry in a simple 2D case where I have a robot that that can only accelerate in its local forward direction ...
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Kalman filter with missing dimension on measurement input

I am exploring the option of using a EKF with my differential drive robot. I do not have any prior experience with kalman filters. The robot that is under consideration has two wheel encoders for ...
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EKF sensor fusion

What is the standard way to fuse multiple sensor measurements in an EKF framework? Say you have Odometry, IMU and some form of Lidar which can produce landmarks. EKF is normally presented as a ...
FourierFlux's user avatar
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1 answer
179 views

EKF-SLAM what should the observation model be?

I am implementing an EKF algorithm for a drone localization, and while I was defining the observation model I got a bit confused. This is my situation: I have a drone which is able to give me the ...
adiego73's user avatar
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1 answer
115 views

Kalman filter with a known motion model

I have a robot whose pose $(x, y)$ is defined relative to the global frame. I have a sensor which estimates the robot's current pose in the global frame, and the sensor is known to have Gaussian error....
Karnivaurus's user avatar
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239 views

On the covariance matrix of the EKF SLAM

In the covariance matrix of the EKF SLAM, there are components that specifies the correlation between landmarks. Are those values important? Because while we bulding map of landmarks, we only draw the ...
khoa_learn-to-codeq's user avatar
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EKF landmark-based help needed

I am new in localization algorithms and EKF is new for me as well. I think that I implemented EKF (the whole code of class is here. I have problems in updating bearing angle of the robot. Basically I ...
Hillbilly Joe's user avatar
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70 views

EKF linearization using Taylor expansion and absence of operating point

If we consider the first-order Taylor expansion of a general nonlinear function at the operating point $x=x_0$, then we have the following, $$f(x) \approx f(x_0) + \frac{\partial{f}}{\partial{x}}|_{x=...
indigoblue's user avatar
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1 answer
147 views

Usage of Falkolib(OpenSLAM) for 2D lidar landmark extraction

I am using Falkolib for landmark extraction in a 2D environment. Currently I am using the testKeypointOC executable from the bin directory. I have changed the testKeypointOC.cpp file and the ...
KaranManghi's user avatar
1 vote
1 answer
74 views

Are Indirekt KFs with non-linear changing statematrix EKFs for the error state?

I'm trying to implement an indirect kalman filter to estimate the pose of a differential drive robot using gyroscope and wheel encoder data. I found a fiew papers (1 - 3) describing this approach but ...
RobinW's user avatar
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4 votes
2 answers
358 views

Implementing ESKF

I'm currently struggling with implementing the Multiplicative Kalman Filter or Error State Kalman Filter as described by Landis Markley in Attitude Error Representations for Kalman Filtering. Sadly ...
hobbeshunter's user avatar
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Differences between strapdown inertial navigation and motion models

In a state estimation scheme with a simple IMU/GNSS setup using EKF, I have always thought the prediction step would be done using a motion model and all sensor measurements would be incorporated via ...
vasf's user avatar
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1 vote
1 answer
602 views

EKF SLAM : SLAM specific Jacobians for new landmarks

I am currently trying to understand the books SLAM for dummies and Simulataneous localization and mapping with the extended Kalman filter to implement slam. I have understood steps 1 and 2 SLAM for ...
Ananda Kumar's user avatar
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3 answers
1k views

Do I need a camera along with LIDAR for SLAM?

Equipment: Pi 3 B Mega 2x Encoder Motor 12VDC 299RPM MPU 6050 12V bat 2000mAh LIDAR or Kinect ? I want to implement EKF SLAM. I have referred bot NOX ROS wandering robot, Hussarian CORE and Robotics ...
R.S.F.'s user avatar
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3 votes
1 answer
263 views

How is the GPS fused with IMU in a kalman filter?

I've been trying to understand how a Kalman filter used in navigation without much success, my questions are: The gps outputs latitude, longitude and velocity. While the IMU outputs acceleration and ...
Diamondx's user avatar
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1 answer
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How to perform active search in point feature based monoSLAM?

I am modifying an implementation of SLAM with single camera, MonoSLAM [1]. Instead of image patches, I want to use features points (ORB) to track landmarks. MonoSLAM uses a EKF framework. So for ...
Vinmean's user avatar
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1 vote
0 answers
321 views

How to calculate observation matrix Jacobians in EFK based mono slam? What are projection Jacobians?

I have been trying to understand an implementation of monoSLAM 1. But my question is generic to EKF based single camera SLAM. My Jacobian calculation leads to complex and lengthy expressions while ...
Vinmean's user avatar
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2 votes
1 answer
93 views

extended kalman filters, linearization of output

Say, we are dealing with an odometric localization problem. In the below example, $(x_k, y_k), (x_l, y_l)$ are cartesian coordinates of the sensor and the landmark respectively. Then the output ...
Leon Rai's user avatar
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1 answer
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Why innovation equation in Extended Kalman filter is called innovation?

In the Extended Kalman filter for SLAM, why is the innovation equation called so? Is there a reason for using the specific word "innovation" for the difference between the observed ...
nikki's user avatar
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2 votes
1 answer
157 views

Doubt with linearization and discretization process - Ekf

In the paper "State Estimation for Legged Robots - Consistent Fusion of Leg Kinematics and IMU", the authors describe the application of an extended kalman filter to estimate states of a quadruped ...
Bruno Feltrin's user avatar
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1 answer
106 views

EKF singularity problem when measurement noise R is zero

my Extended kalman filter (EKF) program works well, my estimated state vector is same as real state vector when I give any positive definite number to measurement noise R. But I want to make ...
furkan's user avatar
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0 votes
1 answer
191 views

EKF Slam algorithm doubt at observation update

I have some doubt on EKF Slam with known correspondence in the measurement update state. I follow the algorithm from Probabilistic Robotics by Sebastian THRUN. This Algorithm is on Chapter 10 page No:...
Encipher's user avatar
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2 answers
86 views

provide world map for ekf global localization problem

I am trying to implement the ekf_localization algorithm in page 217 (Table 7.3) of the probabilistic robotics book by Thrun. From my previous post, I understand that I need to extract observed ...
BOB's user avatar
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2 votes
1 answer
188 views

EKF localization data association

I am working with ROS indigo and clearpath huskyA200 and wanted to implement the EKF localization with unknown correspondences with my own hokuyo lidar data for a school project. Giving the algorithm ...
BOB's user avatar
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4 votes
2 answers
388 views

GraphSLAM equation doubt

I have question about GraphSLAM implementation. To find out the path and map using GraphSLAM we rely on this equation: $$\mu=\Omega^{-1}\xi$$ where $\Omega$ is our information matrix which ...
Encipher's user avatar
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1 vote
2 answers
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How to detect loop in robot movement observing odometer data

I have some odometer data. This data are based upon robot movement. I can transfer those raw data to a motion equation from where I get x,y,and theta co-ordinate of a Robot. If I plot those x,y ...
Encipher's user avatar
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