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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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0answers
45 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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1answer
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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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How to rotate covariance?

I am working on an EKF and have a question regarding coordinate frame conversion for covariance matrices. Let's say I get some measurement $(x, y, z, roll, pitch, yaw)$ with corresponding 6x6 ...
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2answers
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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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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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1answer
94 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 ...
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1answer
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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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2answers
42 views

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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1answer
78 views

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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1answer
267 views

How to model transition matrix in indirect kalman filter with external orientation estimate

I am trying to implement an indirect/error state kalman filter following Quaternion kinematics for the error-state Kalman filter. However, instead of modelling the orientation and error in orientation ...
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2answers
278 views

How to add a magnetometer in an Extended Kalman filter for innovation update?

I can't find out the response so I am posting here. My post kind of follow this one : Adding magnetic field vector to a Kalman filter but I already know that I don't have to put the magnetometer in a ...
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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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2answers
282 views

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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1answer
213 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 ...
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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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1answer
29 views

Alternate perspective other than probabilistic perspective to implement slam

I am bother on some line which is written is Probabilistic Robotics book by Dr.Sebestian Thrun From a probabilistic perspective, there are two main forms of the SLAM problem,which are both of equal ...
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1answer
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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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2answers
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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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2answers
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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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2answers
186 views

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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1answer
166 views

Position Estimates from sensor fusion

I have a quadcopter, and several components in play. First, I have a real position system (VICON), and I also have a SLAM platform. Then, of course, the IMU on the quadcoptor. I am trying to ...
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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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2answers
137 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 ...
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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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1answer
52 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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1answer
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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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3answers
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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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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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1answer
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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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2answers
110 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_{...
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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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1answer
81 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 ...
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1answer
57 views

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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How to find Q and R in the Kalman filter according to known noise information?

My team built this linearized model in Simulink which works pretty well. I am currently building a continuous kalman filter. I assume some noise disturbance in the input and the measurement like what ...
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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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2answers
93 views

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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1answer
80 views

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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0answers
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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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2answers
707 views

Position Tracking using IMU

I am working on a robot tracking application, where our main tool (a camera) for locating the x & y position of the robot is working on a quite low frequency. Therefore, I am looking for ways to ...
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1answer
137 views

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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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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1answer
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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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1answer
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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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1answer
2k 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 ...
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1answer
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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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1answer
249 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 ...