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.

Filter by
Sorted by
Tagged with
0
votes
1answer
65 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 ...
-1
votes
2answers
156 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 ...
1
vote
1answer
83 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 ...
1
vote
0answers
16 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 ...
0
votes
2answers
66 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 ...
1
vote
0answers
67 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. ...
1
vote
1answer
227 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 ...
2
votes
1answer
112 views

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 ...
4
votes
2answers
396 views

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 ...
3
votes
1answer
129 views

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 ...
1
vote
0answers
39 views

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 ...
0
votes
3answers
436 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 ...
1
vote
1answer
60 views

Why information filter called information filter

We all know Information Filter is a dual representation of kalman filter. The main difference between information filter and kalman filter is the way the Gaussian belief is represented. In kalman ...
0
votes
1answer
201 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 ...
1
vote
1answer
51 views

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 ...
1
vote
1answer
48 views

How to implement Kalman to merge the data obtained by two Leap Motion devices?

Only position data is obtained from Leap Motion devices. This data was already processed to be on the same coordinate axis by means of a homogeneous transformation. I'm reviewing WTF is Sensor ...
1
vote
0answers
37 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 ...
0
votes
1answer
34 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 ...
0
votes
2answers
996 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 ...
1
vote
0answers
27 views

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 ...
2
votes
1answer
50 views

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 ...
3
votes
1answer
124 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 ...
3
votes
2answers
182 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 ...
0
votes
1answer
96 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 ...
2
votes
1answer
155 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 ...
1
vote
2answers
51 views

How to detect loop in robot movement observing odometer data

I have some odometer data. This data are based upon robot movement. I can transfer those raw data to a motion equation from where I get x,y,and theta co-ordinate of a Robot. If I plot those x,y ...
6
votes
3answers
2k views

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, ...
1
vote
0answers
64 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 ...
0
votes
0answers
32 views

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 ...
2
votes
0answers
98 views

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&...
2
votes
1answer
211 views

Tracking vehicle 6 states extended kalman filter required?

I'm trying to track an accelerating vehicle using a camera, an IMU, and a GPS. I use for the state space equation a constant acceleration model: The states are the position, the velocity, and the ...
4
votes
2answers
136 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_{...
0
votes
1answer
601 views

How to convert/transform robot local frame to global frame to use in Kalman Filter?

I'm currently working on the iRobot Create 2 platform using a RaspberryPi (Python) and ROS. I have an indoor navigation/ GPS system, which can provide me with x,y coordinates within its coordinate ...
0
votes
1answer
260 views

Orientation estimation using gyro and accelerometer when sensor platform has high acceleration

I am trying to estimate the orientation of a sensor platform using gyroscope and accelerometer. I am using a Kalman filter based approach. I integrate the readings ...
0
votes
1answer
88 views

The final step in kalman filter to correct/update the covariance matrix

I see that, in the correction step of Kalman filter, there is an equation to update the covariance matrix. I have been using it in the form: P = (I - KH)P' Here ...
1
vote
0answers
144 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 ...
0
votes
1answer
36 views

Transforming an inverse covariance matrix

I have a linear map, $J$, from one space to another. I can transform a covariance matrix, $P$, from one space to another by using: $P' = JPJ^{T}$ However, in my situation I have an inverse ...
1
vote
1answer
268 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 ...
4
votes
2answers
99 views

Delayed Kalman navigation based on two way ranges

I am interested to know the basic principle of the "Delayed KF" when considering an underwater robot aiming to localize it self using a LBL system. More practically, in order to calculate the ...
3
votes
1answer
66 views

Why does a Bayesian Filter require random controls?

As stated in Probabalistic Robotics, the proof for correctness of a Bayesian Filter relies on the fact that $$p(x_{t-1}|z_{1:t-1},\ u_{1:t}) = p(x_{t-1}|z_{1:t-1},\ u_{1:t-1})$$ In order to justify ...
0
votes
2answers
128 views

Robot heading uncertainty values

I'm tracking the state of a robot using an EKF defined by: $$(x,y,\theta)$$ where $x$ and $y$ are the coordinates in the ground-plane and $\theta$ the heading angle. I initialized the covariance ...
0
votes
1answer
111 views

Jacobian of kinematic IMU Model

I have the following problem: given two Input Vectors $x = \begin{pmatrix}x\\y\\z\\v_x\\v_y\\v_z\\q_1\\q_2\\q_3\\q_4\end{pmatrix}$, $u = \begin{pmatrix}a_x\\a_y\\a_z\\w_x\\w_y\\w_z\end{pmatrix}$ time $...
3
votes
1answer
471 views

State prediction of vehicle with Ackermann steering geometry using Kalman-Filter

I am trying to have a Kalman-Filter (or Extended-KF) give me positions for a small remotely controlled vehicle with an Ackermann steering geometry (moving on a plane surface). The control commands I ...
1
vote
1answer
893 views

Measurement model for Kalman filter but non-zero mean

I'm fusing two vision-based algorithms using the Kalman filter to estimate the state of a vehicle $X=(x,y,\theta)$ where $x$ and $y$ are the coordinates in the plan and $\theta$ the heading. The ...
-1
votes
1answer
264 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 ...
1
vote
1answer
118 views

how to sync the timer in control system with ROS?

To simulate a system, a global timer will be set and all submodules will be synchronized with that timer to work together. such as PID controller, kalman filter, PWM module etc. How do you sync the ...
1
vote
1answer
218 views

Kalman filter for vision based pose estimation: 'good' measurements not improving system covariance

I am starting off with a very simple Kalman filter for vision based pose estimation (PnP algorithm). The filter is inspired by the constant velocity model in this OpenCV tutorial, but I am ignoring ...
1
vote
2answers
150 views

Industrial Controllers - Why not adaptive control and robust control

This is a question I have thinked about under a very long time. What are industrial controllers? From research I found that PID is the most used in the industry. PID controllers are included in ...
0
votes
1answer
297 views

Unscented Kalman Filter VS Extended Kalman Filter on stability

The Extended Kalman filter is more or less a mathematical "hack" that allows you to apply these techniques to mildly nonlinear systems. The problem with Extended Kalman Filter is if I initialize the ...
0
votes
2answers
991 views

Standard deviation calculation for a single measurement

I have a robot that takes a measurement of its current pose in the form $$ z = \begin{bmatrix} x\\ y\\ \theta \end{bmatrix} $$ $x$ and $y$ are the coordinates in $XY$ plane et $\theta$ the heading ...