# 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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### Drone lost traj recovery

So I am using slam algorithm to localize the drone which is gps denied . The input to the slam algo is imu data and a video . Now after the first run of the slam algorithm it creates the trajectory ...
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### How to actually fuse sensor using Extended Kalman Filter

Background I'm working on 4-omniwheel mobile robot. It have encoder on each wheel and MPU 6050 IMU. The robot positioning suffer a great error because slip, so i try to increase the accuracy of ...
596 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 ...
312 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 ...
234 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 ...
228 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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### No difference between UKF and EKF for SLAM

I built EKF and UKF SLAM algorithms. The problem is that I expected to see a difference because of the more precise approximation of the system in the UKF. Here's a screenshot from the estimated path ...
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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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### Bias correction for multiple sensor fusion through Kalman Filtering

I am learning Kalman Filters and was working on a simple example: Temperature measurement of a room by using 4 thermometers(different biases and noises) if i consider that there is no bias in the ...
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### 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 ...
159 views

### Sensor fusion of GNSS and IMU using UKF

I do have a land-based robot with an IMU and a GNSS receiver. From the IMU, I get the velocity and acceleration in both $x$ and $y$ directions. From the GNSS receiver, I get the latitude and ...
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### UKF - sigma point creation - Mirroring the chol matrices

maybe this is a stupid question but i came across a problem with my ukf implementation. I use chol() in matlab for my sigma point creation instead of the normal square root of my covariance matrix. Do ...
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### UKF - Correction Step [SLAM] - Only compute the sigma point of the vehicle pose and the specific landmark that got spotted?

i want to implement an UKF Filter for SLAM but i cant seem to wrap around the update step. When computing the innovation matrices and everything, do i need to compute the sigma points in respect to ...
445 views

### 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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### 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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### 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 ...
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### How is IMU noise dealt with between steps?

Direct integration of IMU will result in massive error incredibly quickly. What I am wondering is, how do you use an IMU over a small time intervals to aid in pose estimation? In particular, suppose ...
556 views

### 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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### 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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### Kalman filter for visual tracking of a ball sliding on a gutter

I'm working on a project where a robot needs to keep a ball at a desired position on a gutter. The gutter is fixed at one end and held at the other end by the robot’s ...
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### GPS Course vs IMU Course

Im currently working with Kalman Filter for position and velocity, one of the important parameters that im using is the heading that the sensor fusion of the imu gives me, but i have seen that the GPS ...
33 views

### Fusing cross-correlated measurements for mobile robot's localization using unscented kalman filter (ukf)

I'm currently working on a mobile robot's indoor localization. On the perception side, I can only rely on a 2D lidar and wheel odometry. I have used these sources as input of different localization's ...
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### Particle Filter for IMU tilt angle and bias estimation from Kalman Filter models

I understand the functioning of Particle Filters from the book Probabilistic Robotics and the robotics course provided by Cyrill Stachniss. I want to implement, from scratch, a particle filter to ...
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### Kalman Filter with multiple inputs

Let's say I have one laser scanner and a radar device, which I should use to measure a distance to a wall (Fig. 1). Both devices are place on the same support, so... they should measure the same ...
319 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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### IMU-Camera Senor Fusion

I am working on fusing IMU and Camera Sensor Fusion for the Drone to precisely land on the target location. With the Camera, I am tracking the April Tag which is on the ground. This gives me the x,y,z ...
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### IMU + GPS fusion and change of reference frame

I started working with GPS + IMU fusion using Kalman Filter. For this, I'm using Python, with Madgwick filter from a library (https://github.com/morgil/madgwick_py) and Kalman filter also from an ...
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### Is Kalman filter really desired here?

I am trying to use Kalman Filter in my project to eliminate outliers that go beyond certain limit. I am use 1D lidar to get the distance between the robot and an object. I get pretty accurate values ...
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### Kalman Filter Design

I'm new to Kalman filter design and I'm struggling to understand how to apply the Kalman filter methodology to my problem. I've read a research paper which seems to describe what I'm trying to do ...
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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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### How do Particle Filters give estimates of uncertainty?

In the Kalman Filter the final covariance matrix is the estimate of the filter's uncertainty. How does one do so in Particle filters? Is it just the variance among the particles for each state? If so, ...
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### 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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### Not getting expected performance from kalman filter+mahalanobis distance

I am using a 1D lidar in one of my projects and it returns the distance it measures, in millimeters (mm). At some point in time, it gives garbage values that go as high as 10,000 or higher, when the ...
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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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I'm interested in quadcopter position tracking using a mix of IMU and visual navigation. I want to implement an EKF filter but what's not clear to me is how the filter would be updated using the ...
283 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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### 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 ...
24k views

### How to fuse linear and angular data from sensors?

My team and I are setting up an outdoor robot that has encoders, a commercial-grade IMU, and GPS sensor. The robot has a basic tank drive, so the encoders sufficiently supply ticks from the left and ...
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### 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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I'm struggling to implement Unscented Kalman Filter for tracking objects using radar. My state vector contains [x y z vx vy vz] and I can measure [rho phi theta velocity]. So everything looks trivial ...
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### The biases in the state vector of Extended Kalman Filter(EKF)

I am reading one paper on observability Observability Analysis of Aided INS with Heterogeneous Features of Points, Lines and Planes. The state vector contains the current IMU state and the feature ...
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### 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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### Kalman Filter for 2d pose

I'm really sorry if this is a dumb question, but I don't have a clue on how to do this. I'm trying to write a kalman filter with a State vector of : {x, y, ẋ, ẏ, ẍ, ÿ } To estimate the 2 dimensional ...
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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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### Custom implementation of robot_localization package

I plan to implement a sensor fusion of IMU + Visual odometry using an EKF. I came across the excellent robot_localization package which does pretty much all that I want. However, I need to use perform ...
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### 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 ...
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### How do you handle angle discontinuities in estimation problems?

When one is implementing a state estimator in a system that involves kinematics, will inevitably face the problem of angle discontinuities, i.e., the fact that the angles have to be wrapped between ...
544 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 ...