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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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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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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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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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&...
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416 views

How to properly calibrate a magnetometer in IMU for precise yaw?

EDIT: Moved to ElectricalEngineering StackExchange Community I'm using Sparkfun Razor IMU 9DOF sensor which incorporates accelerometer, gyroscope, and magnetometer, for giving the Euler's angles (yaw,...
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1answer
59 views

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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54 views

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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39 views

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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49 views

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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15 views

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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44 views

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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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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34 views

Kalman filter with measurements indirectly determining state

I have a question regarding a 'fundamental' understanding of the Kalman filter. So, for my application I'm trying to estimate state $x = [\theta~\dot{\theta}~\ddot{\theta}]$ of a robot based on ...
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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 ...
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62 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 ...
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142 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 ...
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131 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 ...
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107 views

Help with fusing multiple measurements with known covariances

I am working on an estimation application for multiple robots, each of which uses measurements from various sources to calculate position and orientation data. For now, I am looking at about three ...
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127 views

How does a measurement model for camera based PNP work?

I am trying to write an EKF that can estimate the covariance of a pose estimate, where the estimation is being done by a PNP algorithm and 3D-2D correspondences in images. Although EKF based camera ...
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483 views

Calculate input parameters of CTRV model

I am using Constant Turn Rate and Veloctity (CTRV) model to predict the position of the vehicle.The CTRV model assumes a circular path between two consecutive time steps of the car as depicted in the ...
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195 views

Accelerometer, gyro, and magnetometer sensor fusion for material resource survey

As a hardware engineer, I have studied quite a lot on sensor spec such as Accel, Gyro and Magnetometer including custom made fluxgate. I have studied matrix and quadarion (complex number) and so on. I ...
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1k views

Orientation parameter for quadcopter with madgwick fusion algorithm

I recently decided to build a quadricopter from scratch using Arduino and now I'm faced with an orientation estimation problem. I bought a cheap 10DOF sensor with 3 axis magnetometer, 3 axis ...
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464 views

Fusion of GNSS position data and prefused 9-dof AHRS data

Bosch, FreeScale, InvenSense, ST and maybe others are releasing 9-dof AHRS platforms containing their own fusion software and outputting filtered/sane/fused data (attitude as quaternion and linear ...
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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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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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1answer
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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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2answers
65 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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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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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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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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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
289 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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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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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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279 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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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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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 ...
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215 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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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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107 views

What's the mathematical definition of quaternion 3x3 covariance matrices, and how does it relate to euler angles?

I'm adapting a KF orientation filter that represents the orientation as quaternion, and uses a 3x3 covariance matrix. Would someone know what 3x3 covariance represents in the case of a quaternion, and ...
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340 views

Jacobian Matrix of 6DOF Body (with IMU)

I am trying to derive the analytical Jacobian for a system that is essentially the equations of motion of a body (6 degrees of freedom) with gyro and accelerometer measurements. This is part of an ...
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1answer
44 views

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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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
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 ...