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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61
votes
5answers
9k views

Why do I need a Kalman filter?

I am designing an unmanned aerial vehicle, which will include several types of sensors: 3-axis accelerometer 3-axis gyroscope 3-axis magnetometer horizon sensor GPS downward facing ultrasound. A ...
26
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2answers
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 ...
5
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3answers
33k views

How to estimate yaw angle from tri-axis accelerometer and gyroscope

I would like to estimate the yaw angle from accelerometer and gyroscope data. For roll and pitch estimate I've used the following trigonometric equations: ...
4
votes
2answers
6k views

Kalman Filter GPS + IMU

I know this probably has been asked a thousand times but I'm trying to integrate a GPS + Imu (which has a gyro, acc, and magnetometer) with an Extended kalman filter to get a better localization in my ...
8
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1answer
1k views

Multiple position estimates fusion

I have a system in which I have two separate subsystems for estimating robot positions. First subsystem is composed of 3 cameras which are used for detecting markers the robot is carrying and which ...
7
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1answer
5k views

Maintaining positive-definite property for covariance in an unscented Kalman filter update

I have an unscented Kalman filter (UKF) that tracks the state of a robot. The state vector has 12 variables. Each time I carry out a prediction step, my transfer function (naturally) acts on the ...
13
votes
3answers
4k views

Extended Kalman Filter using odometry motion model

In the prediction step of EKF localization, linearization must be performed and (as mentioned in Probabilistic Robotics [THRUN,BURGARD,FOX] page 206) the Jacobian matrix when using velocity motion ...
17
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3answers
4k views

What are good methods for tuning the process noise on Kalman filters?

Most often tuning the Kalman filter noise matrices is done by trial and error or domain knowledge. Are there more principled ways for tuning all the Kalman filter parameters?
9
votes
2answers
881 views

How to model unpredictable noise in Kalman Filter?

Background: I am implementing a simple Kalman Filter that estimates the heading direction of a robot. The robot is equipped with a compass and a gyroscope. My Understanding: I am thinking about ...
9
votes
1answer
451 views

Chaining Kalman filters

My team is building a robot to navigate autonomously in an outdoor environment. We recently got a new integrated IMU/GPS sensor which apparently does some extended Kalman filtering on-chip. It gives ...
7
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2answers
486 views

object level sensor fusion for multiobject tracking

I want to fuse objects coming from several sensors, with different (sometimes overlapping!) fields of view. Having object lists, how can I determine whether some objects observed by different sensors ...
6
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2answers
340 views

Kalman Filter and the state noise vector?

I'm reading Probabilistic Robotics by Thrun. In the Kalman filter section, they state that $$ x_{t} =A_{t}x_{t-1} + B_{t}u_{t} + \epsilon_{t} $$ where $\epsilon_{t}$ is the state noise vector. And ...
7
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3answers
1k views

information filter instead of kalman filter approach

I read many sources about kalman filter, yet no about the other approach to filtering, where canonical parametrization instead of moments parametrization is used. What is the difference? Other ...
3
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1answer
640 views

Are there off the shelf solutions for GPS+INS (accelerometer,gyro,magneto) sensor fusion for getting filtered/fused location and speed output?

I am working on a project that needs tracking location and speed of pedestrians/runners/athletes (so not really robotics, but I see a lot of related usage and posts in the robotics domain, and an ...
1
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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 ...
3
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2answers
238 views

Kalman filter prediction questions [closed]

I have a dataset where measurements were taken at 1 Hz, and I am trying to use a Kalman filter to add predicted samples in between the measurements, so that my output is at 10 Hz. I have it ...
2
votes
1answer
93 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 ...
1
vote
1answer
94 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 ...
0
votes
1answer
583 views

Adding magnetic field vector to a Kalman filter

I currently have an error state Kalman filter with the state vector $(p, v, q, \omega, a, g)$ where $q$ is the quaternion orientation. I would like to add the information coming from a magnetometer to ...