Questions tagged [kalman-filter]

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.

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Can someone help me understanding reference frames in OxTS data in KITTI Vision Benchmark dataset?

If anyone has worked with KITTI dataset, can you explain the reference frame used in roll pitch yaw values? I downloaded the raw data from this link: http://www.cvlibs.net/datasets/kitti/raw_data.php ...
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what kind of processing is required on raw IMU data before it is fed into a filter?

Im working on quadcopter. At this stage im coding a reference system for quadcopter using 10DOF board.At this stage im at the point of only getting raw data values from accelerometer, gyroscope, & ...
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How to calculate encoders odometry covariance

I am currently working on ROS based autonomous skid steered robot . as I have seen in the literature the base controller needs to subscribe to the geometry_msgs/cmd_vel topic output by the move_base ...
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How can i fusion gyroscope and accelerometer when accelerometer has only roll,pitch val?

I'm currently studying IMU Sensor with 6dof(gyro and accelerometer). My goal is to get Orientation of robot, and i found out that only 6dof imu sensor wouldn't be possible to get a correct Orientation ...
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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 ...
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Uncertainty in grid based fastslam

Given I am building a grid map, and poses are represented using particles, how can I calculate the uncertainty of a pose In a grid based fastslam 2.0?
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Advantage of Kalman filter in differential drive planar robot

We need to estimate the position and orientation of differential drive robot by using encoders and imu sensor. For this specific case, is there any advantage of using Kalman filter than taking the ...
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Transforming between a local and global frame for a Kalman filter

I want to track an object in a global Cartesian frame, denoted $G$. The object has a local frame, denoted $L$. The object is controlled by a velocity command $v$, defined in its local frame. This "...
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Where to include velocity in a Kalman filter

I am trying to understand some of the basics of the Kalman filter. The problem I am working on is quite complex, but I have spent some time trying to simplify the problem with an example. So, let's ...
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Some Kalman filter implementation queries

Just to clear some doubts: Qn 1. Does kalman filter require constant time step? From my own study, it does not seem necessary to have a constant time step. You just need to take into account time ...
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In a Kalman filter, what should be included in the state, and what should be included in the control?

Let's say I am controlling a robot using a velocity controller. This involves specifying a target velocity for the motors, which is achieved using a PID controller (the low-level details of this PID ...
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State-dependent Covariance in the Kalman Filter

When using a Kalman filter, one of the variables that must be defined is a matrix representing the covariance of the observation noise. In the implementations I have seen, this matrix is defined once, ...
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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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Robot localization in a known map without knowing its initial position in that map

Firstly I would like to say that I'm no expert in Bayesian Filters such as Kalman Filter and Particle Filter, but I've used the EKF before in a robot that has both wheel encoders and an IMU to ...
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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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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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Robot localization including the orientation of the boundary

Consider a SLAM system for a mobile robot that is able not only to predict the position wrt the map boundary but also to measure the orientation of the boundary once it is reached. If the measured ...
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Madgwick or Kalman filter for sensor fusion?

I was looking for some comparison between these two approaches, but couldn't find any. I am wondering, what are the actual differences in terms of power consumption, accuracy, convergence speed and ...
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Regarding kalman filter implementation

I think I might have originally posted this in the wrong stack exchange forum, link. I think this might be the right place, I am not sure if posting again is considered "bad style", I apologize if ...
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Using CTRV UKF, to predict yaw and yaw_rate without measuring it

I would like to know does it makes sense to use CTRV (constant turn rate & velocity) motion model [x, y, v, yaw, yaw_rate] with Unscented Kalman filter if I have only measurements of the position ...
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What are wheel ticks and wheel impulses?

I'm tracking the position of a vehicle along a certain trajectory using the Kalman filter and we have odometry data provided to us which gives the x-position of the vehicle, y-position of the vehicle ...
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Convert Vehicle coordinates to World coordinates for positioning

I'm tracking the position of a vehicle along a certain trajectory using the Kalman filter and the idea is to check for improvements in position estimation through fusion of data from multiple sensors (...
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How to synchronise data for fusion in Kalman from multiple sensors with different timestamp information?

I'm using Kalman filter to track the position of a vehicle and receive position data from 2 sensors: A GPS sensor and an Ultrasonic sensor for which I want to implement sensor fusion into the Kalman. ...
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Implementing a square root Kalman filter

I'm attempting to implement a square root filter in C, translating it from Matlab in order to run the filter on an embedded target. I've implemented the Matlab square root filter as detailed in these ...
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Relative quaternion to global with uncertainty

in this perfect tutorial i found how i can compose two poses with uncertainty and how i can transform one representation to another with uncertainty http://ingmec.ual.es/~jlblanco/papers/...
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RTS Kalman smoother stability

I'm implementing the an RTS Kalman smoother, with the backward pass (from Murphy's MLPP): I'm having some issues with stability, and keep getting a non-positive definite smoothed covariance matrix $\...
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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 ...
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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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How do I set the weights of an Unscented Kalman Filter?

In most of the papers I have read, calculation of weights is done by the following formula: Where L is the dimensionality of my state and lambda is calculated by: And the usual values for alpha, ...
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Integreation Method In Dr with 3 Sources

I'm searching a navigation method to find my location while dead reckogning (gps signals jammed) with an imu and gsm based navigation results. In short i have 3 sources: Gsm Based Navigation ( gives ...
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Kalman Filter: Do we need to measure each entry of the output-sequence, or can we derive them?

A Kalman-Filter gets applied to a state-space model in order to obtain estimates of the state-vector. Example: Assume a car moving on a straight line in x-direction (this is a 1-dimensional problem)....
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Standard Kalman Filter applied to non-Gaussian noise data

A Kalman-Filter could be applied to sensor-readings in order to smooth them. The Kalman-Filter, however, assumes Gaussian distributed sensor-noise with zero-mean. Now, I found that my sensor-noise ...
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Information filter sensor fusion

I am struggling with a basic implementation of the information filter. I have the equivalent Kalman filter working. The information filter appears to be harder to debug. This is mostly because we ...
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Sensorfusion of odometry, accelerometer and gyroscope using Indirect Kalman Filter

I'm trying to implement an indirect Kalman for pose estimation of a wheeled robot. I found two papers that describe this approach. CMU. Journal (2006) Vol. 5(1) IFAC Conference on Embedded Systems ...
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IMU and encoder fusion

I'm trying to simulate data fusion for a 4-wheeled mobile robot using ekf and am using IMU and wheel encoders as sensors,where IMU measures linear acceleration and angular velocity and encoder ...
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Why is the Kalman filter a filter and not a control system?

Why is the Kalman filter a filter and not a control system? The Kalman filter is a recursive filter which can be used to estimate the internal state of a linear dynamic system with noise in the signal(...
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Navigation - GPS + IMU; how to make it more accurate?

Currently, I am trying to navigate a small robot car to point A from my current position. The car has a GPS sensor and a BNO055 IMU(Gyro + Mag + Acc). I know the GPS co-ordinates of point A. Using the ...
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Kalman filter to fuse ultrasonic altitude sensor and accelerometer

I'm a little confused on how to set up the Kalman filter matrices to fuse an ultrasonic altitude sensor and accelerometer from IMU. I am trying to implement this for a quadcopter. And what I'm ...
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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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How to accurately navigate from one GPS coordinate to another using just GPS & IMU? [duplicate]

I'm looking for ways to accurately navigate from one GPS location to another. I have a GPS sensor and an IMU. I can calculate the distance with the help of GPS I believe and with the help of ...
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Sensor fusion to calculate joint angles between segments of a robot arm using IMU data

I have an IMU attached to each of the segments of a robotic arm, which gives me accelerometer and gyroscope data. My goal is to first of all improve the quality of the sensor readings and subsequently ...
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Fusing absolute robot localization from markers

I have a system which is composed of a rig of 8 cameras which are used for detecting markers in the environment and which outputs 8 estimates of the absolute robot's position and orientation. Now, I ...
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Problem with UKF weights when calculating predicted state

I'm having troubles implementing a UKF during the calculation of $\overline{\mu_t}$, specifically in this step: $$\overline{\mu_t} = \sum_{i=0}^{2n}w_m^{[i]}\chi_t^{*[i]}$$ My problem I'm facing is ...
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State-vector for distance measurement between two autonomous cars

I hope someone can help me: Given two autonomously driving cars, I want to make sure they keep a constant distance to each other. For this purpose, I want to design a Kalmanfilter. Typically, the ...
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Fixed-Delay Kalman smoother with/without augmented measurements

There are several algorithms regarding fixed-lag Kalman smoothing. In most cases, an augmented state vector is defined in which the elements are the current and delays of the original state vector. ...
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How to determine the Process- and Measurement Noise Covariance Matrix of a Kalman Filter

I'm stuck with the following problem: In a Kalman Filter, we assume the following holds: The state vector can be filled with values which are returned by actual sensors. The Transition matrix needs ...
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How can I determine the Transition Matrix of a Kalman-Filter ?

I am trying to set up a Kalman-Filter to filter position-measurements of a self-driving car. To do so, I consider a state-vector with 5 elements and am now trying to set up the Transition Matrix. As ...
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Kalman-Filter: how to solve angles near +/-pi?

I'm trying to get into Kalman filters. I've noticed an issue with Euler angles near -180°/180° (or -pi/pi) and wonder how to correctly resolve this. Its often said you need to normalize the angles ...
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Sensor fusion - Kalman for two identical position sensors

I require a little help in the implementation of my filter. I am currently working with two Leapmotion devices for the physiological study of hand vibrations. For this we call each of the devices "L ...
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Doubts in the implementation of a Kalman filter to merge position data from two identical sensor

I'm currently working on the implementation of a system for calculating the vibrations of a hand using two Leapmotion devices, these devices deliver in real time the spatial location (x,y,z) and the ...

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