Stack Exchange Network

Stack Exchange network consists of 174 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

A Kalman filter is an optimal estimator for linear dynamical systems with Gaussian noise. Extensions to non-linear systems are included through the Extended KF and Unscented KF.

0
votes
0answers
15 views

Stationary Kalman Filter Speed Estimation

I try to implement a Kalman Filter for speed estimation with a rotary encoder. What I can measure ist the absolute position and I try to estimate the angular velocity. A paper I found is the ...
1
vote
0answers
10 views

Lost on SEIF Slam repeated update landmark

I am working on Sparse Extended Information Slam. I take the reference from Probabilistic Robotics, by Dr.Sebastian Thrun (Chapter 12,page 303). I have some doubt about the implementation of the ...
1
vote
1answer
15 views

SEIF slam: Effect on information matrix when there is no landmarks

I studied about Sparse Extended Information Filter slam. I want to clarify some points regarding this topic. As per the sparse extended information(SEIIF) slam when the robot sees some landmarks it ...
1
vote
0answers
17 views

SEIF ,online version of Graph slam create doubt in Motion Update state

I have a thesis work about Graph Slam The GraphSLAM Algorithm with Applications to Large-Scale Mapping of Urban Structures I try to implement it with the help of this paper but during the ...
2
votes
2answers
43 views

How should I understand sequential importance resampling in a particle filter?

Suppose I implement a particle filter with $n$ particles. This is a brief description of my understanding of a particle filter. For the first step, I throw out $n$ particles some distance from my ...
0
votes
1answer
33 views

Robot localization using sensor fusion (How to model the Extended Kalman Filter)?

I am new to the robotics field and sensor fusion as well. I am trying to localize my robot using the data from my camera and the odometery through extended Kalman filter. I have the data offline, I ...
1
vote
1answer
25 views

Graph Slam Landmark remove and then again add it

I try to implement Graph Slam in real dataset. My data set have some data that describe that the Robot observe same landmark over and over with a large amount of time difference. Prof. Sebastian ...
1
vote
2answers
30 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 ...
4
votes
2answers
67 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, ...
1
vote
0answers
54 views

How to apply Kalman filter in this case?

I have some straight and curve pieces with numbers, they are used to build tracks (of $5$ lanes) for my cars (figure $1$), I can send commands to the cars using an SDK on the Raspberry (set the speed ...
0
votes
0answers
58 views

GPS + IMU fusion frame without magnetometer

I am trying to implement the Kalman filter for GPS + IMU fusion. I have the position and velocity (at a low rate) from the GPS module. I further have the accelerometer and gyroscope output in the IMU ...
0
votes
0answers
26 views

Range Only Kalman Filter

My question concerns the proper way to implement a Kalman Filter using range only information for localization. Imagine I have a robot moving within an environment and over time he receives some range ...
0
votes
0answers
23 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 ...
2
votes
0answers
59 views

Position-Attitude Kalman filter with Quaternions

I want to design an EKF to estimate the position of a UAV. If I were doing this with Euler angles then I would have a state vector that would look like \begin{bmatrix}north&east&down&...
2
votes
1answer
51 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 ...
2
votes
1answer
48 views

KF/ EKF - Modelling and tuning noise matrices and other parameters

I am developing C++ code to estimate roll and pitch of a camera using accelerometer and gyroscope. The roll, pitch and yaw are in my state space ($X_t$) and the process is modeled as: $\bar{X_t} = X_{...
0
votes
1answer
79 views

How to convert/transform robot local frame to global frame to use in Kalman Filter?

I'm currently working on the iRobot Create 2 platform using a RaspberryPi (Python) and ROS. I have an indoor navigation/ GPS system, which can provide me with x,y coordinates within its coordinate ...
0
votes
1answer
77 views

Orientation estimation using gyro and accelerometer when sensor platform has high acceleration

I am trying to estimate the orientation of a sensor platform using gyroscope and accelerometer. I am using a Kalman filter based approach. I integrate the readings ...
0
votes
0answers
51 views

IMU GPS integration (full state implementation)

Hi all, I'm trying to implement 'total state IMU/GPS Kalman filer' The state will be not the error state, but the total state: [attitude, velocity, position, accel bias, gyro bias]. Can anyone help ...
0
votes
1answer
52 views

The final step in kalman filter to correct/update the covariance matrix

I see that, in the correction step of Kalman filter, there is an equation to update the covariance matrix. I have been using it in the form: P = (I - KH)P' Here ...
1
vote
0answers
52 views

Kalman filter for slow ground vehicle with RTK

I have been using dual RTK receivers for my tractor projects. This gives me reliable position, heading, and tilt at low rates (10 Hz). I recently began working with an INS (an Advanced Navigation ...
0
votes
1answer
27 views

Transforming an inverse covariance matrix

I have a linear map, $J$, from one space to another. I can transform a covariance matrix, $P$, from one space to another by using: $P' = JPJ^{T}$ However, in my situation I have an inverse ...
0
votes
0answers
30 views

Kinematic Kalman filter and state estimation of a robot without wheels

I have a question about the Kalman filter for state estimation, I'm working on the state estimation of a robot, I should be able of tracking its position, my tutor recommended me to make an estimate ...
0
votes
1answer
97 views

Rotation composition When using Kalman Filter

I am implementing a Kalman Filter for the following situation. I have a camera set in a room that can detect the position and orientation of a marker (ARUCO) in the room. Therefore I have the ...
0
votes
0answers
25 views

Sensor fusion under unknown correlations: can covariance intersection account for delays?

Of late, there has been some interest in cooperative estimation algorithms in robotics, where the information sources are usually sensors such as cameras. When multiple robots observe surrounding ...
5
votes
2answers
90 views

Delayed Kalman navigation based on two way ranges

I am interested to know the basic principle of the "Delayed KF" when considering an underwater robot aiming to localize it self using a LBL system. More practically, in order to calculate the ...
3
votes
1answer
39 views

Why does a Bayesian Filter require random controls?

As stated in Probabalistic Robotics, the proof for correctness of a Bayesian Filter relies on the fact that $$p(x_{t-1}|z_{1:t-1},\ u_{1:t}) = p(x_{t-1}|z_{1:t-1},\ u_{1:t-1})$$ In order to justify ...
0
votes
2answers
69 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 ...
0
votes
1answer
50 views

Jacobian of kinematic IMU Model

I have the following problem: given two Input Vectors $x = \begin{pmatrix}x\\y\\z\\v_x\\v_y\\v_z\\q_1\\q_2\\q_3\\q_4\end{pmatrix}$, $u = \begin{pmatrix}a_x\\a_y\\a_z\\w_x\\w_y\\w_z\end{pmatrix}$ time $...
0
votes
0answers
45 views

Prediction step for EKF based localization

In my current problem, I'm supposed to use the Extended Kalman filter to localize my diffrential drive robot that uses encoders and laser scanner to traverse the area. During the prediction step, ...
2
votes
1answer
132 views

State prediction of vehicle with Ackermann steering geometry using Kalman-Filter

I am trying to have a Kalman-Filter (or Extended-KF) give me positions for a small remotely controlled vehicle with an Ackermann steering geometry (moving on a plane surface). The control commands I ...
1
vote
1answer
255 views

Measurement model for Kalman filter but non-zero mean

I'm fusing two vision-based algorithms using the Kalman filter to estimate the state of a vehicle $X=(x,y,\theta)$ where $x$ and $y$ are the coordinates in the plan and $\theta$ the heading. The ...
0
votes
0answers
49 views

Meaurement function model in kalman filter

I'm tracking the state of a vehicle using kalman filter. The state is represented by 3 random variables: $X=(x,y,\theta)$ where $x$ and $y$ refer to the position in the plan and $\theta$ to the ...
0
votes
1answer
159 views

How to compute the observation matrix for a Kalman Filter?

If my state vector is just a representation of the error state of a quaternion represented as $[\delta \bf{q} ]$ which is a 3x1 vector and my external update is from an accelerometer, how would I ...
1
vote
1answer
73 views

how to sync the timer in control system with ROS?

To simulate a system, a global timer will be set and all submodules will be synchronized with that timer to work together. such as PID controller, kalman filter, PWM module etc. How do you sync the ...
1
vote
1answer
77 views

Kalman filter for vision based pose estimation: 'good' measurements not improving system covariance

I am starting off with a very simple Kalman filter for vision based pose estimation (PnP algorithm). The filter is inspired by the constant velocity model in this OpenCV tutorial, but I am ignoring ...
0
votes
2answers
83 views

Industrial Controllers - Why not adaptive control and robust control

This is a question I have thinked about under a very long time. What are industrial controllers? From research I found that PID is the most used in the industry. PID controllers are included in ...
0
votes
1answer
146 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 ...
0
votes
2answers
313 views

Standard deviation calculation for a single measurement

I have a robot that takes a measurement of its current pose in the form $$ z = \begin{bmatrix} x\\ y\\ \theta \end{bmatrix} $$ $x$ and $y$ are the coordinates in $XY$ plane et $\theta$ the heading ...
3
votes
1answer
236 views

I fused a GPS and IMU and I am wondering if my results make sense

I am trying to fuse a ublox M8 (https://www.u-blox.com/sites/default/files/products/documents/u-blox8-M8_ReceiverDescrProtSpec_(UBX-13003221)_Public.pdf) with a MicroStrain IMU (http://www.microstrain....
0
votes
2answers
247 views

Calculating the covariance matrix of a measurement

I want to estimate the covariance matrix of a measurement for a robot evolving on plane and having the following state vector. $$ X = \begin{bmatrix} x\\ y\\ \theta \end{bmatrix} $$ $x$ and $y$ are ...
1
vote
1answer
152 views

Reducing noise between 3 ultrasonic sensors and make Autonomous Robot more precise

I made an autonomous robot with 3 ultrasonic sensors. I want to reduce the noise between the 3 sensors and make it gradually slow when it approaches an obstacle. My code is mentioned below. Please ...
2
votes
1answer
168 views

Extended Kalman Filter in robotics - Worth it?

I wonder if Extended Kalman Filter(EKF) is used in robotics, or is only Kalman Filter(KF) used in robotics. Kalman Filter is included in Linear Quadratic Gaussian(LQG) controllers. But how would EKF ...
1
vote
1answer
197 views

Process noise and Measurement noise in Kalman filter

I am doing the robot localisation project. Now I stuck on the effect of measurement and process noise in Kalman filtering. Could you please explain what impacts they have while estimating the position ...
0
votes
2answers
115 views

explanation of kalman filter

I have gone through my lecture notes but I can't seem to figure out the five different steps of a Kalman filter and how these steps are Divided into prediction and correction and how the state and ...
1
vote
0answers
77 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 ...
3
votes
1answer
1k views

Kalman filter GPS + IMU fusion get accurate velocity with low cost sensors

I'm new to all this robotics stuff. Especially to Kalman filter. My initial goal is to have velocity as accurate as possible Here is my case: I have a phone which is mounted, for example in the ...
0
votes
0answers
225 views

Loosely coupled GNSS IMU integration

I am trying to integrate a GPS and IMU via a loosely coupled integration. My state is the position and velocity vector. I am using the following equations for the nav frame mechanization. I am ...
2
votes
2answers
267 views

What's the diffrence between $H_2$ and $H_\infty$ controll?

There a two controllers named $H_2$ and $H_\infty$. Can someone explain if: They have have guaranteed stability margins? Do they have a Kalman filter? Are they for both SISO and MIMO systems? Can I ...
0
votes
1answer
66 views

Should the kalmanfilter have disturbance as input?

This is a kalmanfilter As you can see, the process noise(disturbance) is not going to the kalmanfilter. But the state space model for the state feedback system is written as this: https://youtu.be/...