Questions tagged [ekf]

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

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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 ...
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1answer
25 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 ...
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1answer
50 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....
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1answer
22 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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63 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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45 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=...
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1answer
43 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 ...
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1answer
36 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
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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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23 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
139 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
619 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 ...
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1answer
129 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
40 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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125 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 ...
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1answer
66 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 ...
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1answer
67 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
72 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
42 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 ...
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1answer
99 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
66 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 ...
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1answer
131 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 ...
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2answers
170 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 ...
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2answers
51 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, ...
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1answer
109 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 ...
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1answer
125 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 ...
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1answer
82 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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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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41 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
575 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 ...
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1answer
206 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 ...
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2answers
124 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 ...
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1answer
428 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. ...
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1answer
148 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 ...
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1answer
290 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
171 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
147 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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133 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 ...
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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 ...
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1answer
214 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-...
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1answer
117 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-...
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0answers
105 views

Strange EKF localization covariance behavior during prediction only

I've implemented a simple robot simulation based on the equations from EKF localization with known correspondence found in Probabilistic Robotics by Thrun et. al. Everything seems to be working but I ...
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1answer
504 views

How to transform Accelerometer data from the robots frame to the world frame

I'm current workin on an EKF for an carlike robot and I'm not sure how to transform the IMU accelerometer data to offset the roll, pitch and yaw and get the acceleration with respect to the ground. I'...
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3answers
343 views

Paradox: I can't use accelerometer measurements to obtain information about my states in a quadcopter?

I'm currently developing an EKF to estimate the position and orientation of a quadcopter. My state vector is comprised of 3D position, 3D velocity, 3 euler angles and the angular velocity vector. ...
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1answer
137 views

EKF state propagation model using variables that are not part of state vector

I am trying to understand the EKF theory. Can the state transition function depend on variables that are not part of the state space? For example, the state propagation below depends on the ...
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1answer
964 views

Landmark extraction algorithm

The landmarks are often used in SLAM. What are the algorithms used to extract them, and how can a robot differentiate the landmarks, if they detect one in point A at Xt and another in Xt+1? How can ...
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1answer
174 views

Should I use or not EKF for Baro-Acc altitude estimation?

I've recently implemented a kalman filter to estimate altitude for a small robot with an IMU+Baro sensor mounted on it. My objective is to get max precision I can have, using this two sensor, with ...
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0answers
116 views

Need help in implementing EKF based SLAM

I just started learning about slam and I have been trying to simulate a robot moving around a set of landmarks for the past 3 days. The landmarks have known correspondences. My problem is, if I add ...
4
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1answer
753 views

Calculate the uncertainty of a 6-dof pose for graph-based SLAM

This question is strongly related to my other question over here. I am estimating 6-DOF poses $x_{i}$ of a trajectory using a graph-based SLAM approach. The estimation is based on 6-DOF ...