Questions tagged [ekf]
the extended Kalman filter, a filter for nonlinear state estimation.
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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 ...
0
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1answer
29 views
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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0answers
14 views
What should be a good frequency for the EKF prediction and correction updates?
This is my first post on the forum although I read Q&A posted here constantly. I haven´t seen a similar question so here it goes:
I am implementing an EKF for localization from scratch just for ...
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0answers
32 views
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 ...
0
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1answer
48 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,...
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1answer
32 views
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 $\mu_u(k)$ ...
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1answer
64 views
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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2answers
53 views
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 ...
0
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1answer
66 views
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 ...
0
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1answer
41 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 ...
0
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1answer
59 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....
0
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1answer
41 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 ...
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0answers
64 views
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 ...
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0answers
46 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=...
0
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1answer
59 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 ...
1
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1answer
39 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 ...
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2answers
122 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 ...
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0answers
24 views
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 ...
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1answer
209 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 ...
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3answers
780 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 ...
3
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1answer
139 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 ...
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1answer
41 views
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 ...
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0answers
163 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 ...
2
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1answer
70 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 ...
2
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1answer
76 views
Why innovation equation in Extended Kalman filter is called innovation? [closed]
In the Extended Kalman filter for SLAM, why the innovation equation is called innovation? Is there any reason behind it?
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1answer
82 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 ...
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1answer
53 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 ...
0
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1answer
118 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:...
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2answers
68 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 ...
2
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1answer
145 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 ...
3
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2answers
203 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 ...
1
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2answers
53 views
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 ...
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3answers
2k views
How exactly does sensor fusion work in Kalman filters?
I've been looking into implementations of Extended Kalman filters over the past few days and I'm struggling with the concept of "sensor fusion".
Take the fusion of a GPS/IMU combination for example, ...
4
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1answer
140 views
How to avoid matrix singularity in GraphSLAM
I am trying to implement GraphSLAM from Sebastian Thrun's paper, The GraphSLAM Algorithm with Applications to Large-Scale Mapping of Urban Structures.
When I compute the inverse of my information ...
1
vote
1answer
130 views
Why adding odometry data as control vectors to EKF-Monoslam algorithm fails?
I am working on EKF-MonoSlam (Davson) method for the mere input as a webcam, (it works "fine" if we calibrate and use reasonable sigmas) , and I am trying to add the odometry of some dataset (as ...
3
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1answer
89 views
Confusion of EKF equations
I read Probabilistic Robotics by Sebastian THRUN (online version). I also read http://ais.informatik.uni-freiburg.de/teaching/ws12/mapping/pdf/slam04-ekf-slam.pdf
Question1 :
What will be the ...
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0answers
33 views
Kalman filter and ekf main difference in elaborate way
I am studying about various filtering techniques for Robot pose esitimation. I came to know two very well known filter technique Kalman Filter and Extended Kalman Filter. To know about this two ...
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0answers
44 views
EKF based Slam implementation with landmark identification in Global frame
I am working on mobile Robotics. I want to implement Slam. I have a very specific question about EKF Slam. To implement Slam I read the book "Probabilistic Robotics". I read its online version. There ...
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1answer
602 views
EKF implementation on odometry/IMU
I am applying Extended Kalman Filter for a mobile robot with IMU and odometry data. I am running simulation currently. However, I don't have suitable data for odo/IMU measurements to use. Where can I ...
2
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1answer
232 views
Tracking vehicle 6 states extended kalman filter required?
I'm trying to track an accelerating vehicle using a camera, an IMU, and a GPS.
I use for the state space equation a constant acceleration model:
The states are the position, the velocity, and the ...
0
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2answers
138 views
Robot heading uncertainty values
I'm tracking the state of a robot using an EKF defined by:
$$(x,y,\theta)$$
where $x$ and $y$ are the coordinates in the ground-plane and $\theta$ the heading angle.
I initialized the covariance ...
3
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1answer
441 views
How is gyroscope bias exposed and tracked?
For an accelerometer, the measurement is defined in the following way:
$$a_m = R_w^b(a_{w} - g) + b_a + v_a$$
Where $R$ is a rotation matrix, $g$ is gravity, $v_a$ is noise, and $b_a$ is the bias. ...
2
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1answer
151 views
GPS/ 1GYRO - 2D + ACCEL+GPSEKF
I am trying to integrate GPS and IMU but as a first step I am trying to use just 1d gyro and 2d accelerometer to work. Below is my model -
State model and propagation
So, my question is .. after ...
0
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1answer
322 views
Unscented Kalman Filter VS Extended Kalman Filter on stability
The Extended Kalman filter is more or less a mathematical "hack" that allows you to apply these techniques to mildly nonlinear systems.
The problem with Extended Kalman Filter is if I initialize the ...
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1answer
179 views
Calculated yaw angle is not poper (EKF)
I used EKF to observe the quaternion and extract the roll, pitch and yaw angles. The used sensors are Gyro sensor and acceleration sensor.
The roll and pitch angle looks like proper but the yaw ...
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0answers
155 views
EKF based SLAM, marginalization and key-frames
I have a couple of tightly related questions regarding EKF-based visual SLAM. It is common in the Kalman based VSLAM litterature to marginalize 3d points and past poses. Condsidering the EKF as a ...
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0answers
135 views
Kalman filter localisation equations
I am doing mobile robot localisation as a project. Now I stuck in obtaining the equations of EKF localisation. My robot moves straight for 10 seconds parallel to x-axis and robot equipped with 2 ...
0
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2answers
2k views
Extended Kalman Filter for IMU
I am trying to use a multilayer perceptron to make a flight controller for a ROV. I have a MPU-9250 IMU and I need to remove the noise from the sensor before I can train my MLP. The IMU has a ...
1
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1answer
243 views
What is the intuitive explanation of using Jacobian of observation model while calculating Kalman gain in EKF SLAM?
The idea of using Kalman gain in EKF SLAM is to figure out how much we trust our motion model and sensor/observation model. As explained in The Extended Kalman Filter: An Interactive Tutorial for Non-...
0
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1answer
120 views
Why EKF-SLAM uses EKF instead of linear Kalman Filter?
I am writing a bachelor's diploma on vSLAM. I learned and programmed EKF-SLAM like it's written in MonoSLAM paper, and I was going to write, that I can't use KF and have to use EKF because of non-...
