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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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1answer
99 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 ...
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2answers
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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 ...
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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 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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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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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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1answer
174 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 ...
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2answers
111 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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1answer
416 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 ...
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1answer
222 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 ...
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1answer
78 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 ...
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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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1answer
33 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 ...
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1answer
216 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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2answers
95 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 ...
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1answer
59 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 ...
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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 ...
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1answer
88 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 $...
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1answer
365 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 ...
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1answer
670 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 ...
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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 ...
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1answer
114 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 ...
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1answer
177 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 ...
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2answers
126 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 ...
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1answer
242 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 ...
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2answers
758 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 ...
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I fused a GPS and IMU and I am wondering if my results make sense

I am trying to fuse a ublox M8 (https://www.u-blox.com/sites/default/files/products/documents/u-blox8-M8_ReceiverDescrProtSpec_(UBX-13003221)_Public.pdf) with a MicroStrain IMU (http://www.microstrain....
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2answers
851 views

Calculating the covariance matrix of a measurement

I want to estimate the covariance matrix of a measurement for a robot evolving on plane and having the following state vector. $$ X = \begin{bmatrix} x\\ y\\ \theta \end{bmatrix} $$ $x$ and $y$ are ...
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1answer
512 views

Reducing noise between 3 ultrasonic sensors and make Autonomous Robot more precise

I made an autonomous robot with 3 ultrasonic sensors. I want to reduce the noise between the 3 sensors and make it gradually slow when it approaches an obstacle. My code is mentioned below. Please ...
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1answer
320 views

Extended Kalman Filter in robotics - Worth it?

I wonder if Extended Kalman Filter(EKF) is used in robotics, or is only Kalman Filter(KF) used in robotics. Kalman Filter is included in Linear Quadratic Gaussian(LQG) controllers. But how would EKF ...
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1answer
514 views

Process noise and Measurement noise in Kalman filter

I am doing the robot localisation project. Now I stuck on the effect of measurement and process noise in Kalman filtering. Could you please explain what impacts they have while estimating the position ...
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2answers
125 views

explanation of kalman filter

I have gone through my lecture notes but I can't seem to figure out the five different steps of a Kalman filter and how these steps are Divided into prediction and correction and how the state and ...
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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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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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2answers
869 views

What's the diffrence between $H_2$ and $H_\infty$ controll?

There a two controllers named $H_2$ and $H_\infty$. Can someone explain if: They have have guaranteed stability margins? Do they have a Kalman filter? Are they for both SISO and MIMO systems? Can I ...
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1answer
133 views

Should the kalmanfilter have disturbance as input?

This is a kalmanfilter As you can see, the process noise(disturbance) is not going to the kalmanfilter. But the state space model for the state feedback system is written as this: https://youtu.be/...
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146 views

Can I implement continuous time feedback regulator in an Arduino microcontroller?

Arduino is a digital mikrocontroller. But I wonder if it's possible to implement an continuous time feedback regulator in an Arduino microprocessor? Continuous time feedback regulators such as PID: $...
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1answer
170 views

Why doesn't this kalmanfilter filter anything? Reduce disturbances and noises with LQG controller

I have a state space model which look like this: $$ \ \begin{bmatrix} \dot{x} \\ \\\dot{\tilde{x}} \end{bmatrix} =\begin{bmatrix} A - BL& BL \\ 0 & A-KC \end{bmatrix} \begin{bmatrix} x\\ \...
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2answers
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Can I write the seperation principle for LQG controllers in this state space form?

Look at this picture. This is the seperation principle diagram. It is an LQG controller which going to control the real life process. What I want to do, is to create a state space model for this ...
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1answer
479 views

Guessing the K matrix gain for the Optimal Control LQR?

I'm are going to create a LQR to control a system. The problem is to choose the Q and R weighting matrices for the cost function. The Q and R matrices are going to minimize the cost function so the ...
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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 ...
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1answer
171 views

What is the intuitive explanation of using Jacobian of observation model while calculating Kalman gain in EKF SLAM?

The idea of using Kalman gain in EKF SLAM is to figure out how much we trust our motion model and sensor/observation model. As explained in The Extended Kalman Filter: An Interactive Tutorial for Non-...
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1answer
109 views

Why EKF-SLAM uses EKF instead of linear Kalman Filter?

I am writing a bachelor's diploma on vSLAM. I learned and programmed EKF-SLAM like it's written in MonoSLAM paper, and I was going to write, that I can't use KF and have to use EKF because of non-...
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272 views

Is it possible that a quadcopter hold height for long time stable only using IMU (without GPS) and barometer?

As we know, we can calculate altitude from barometer readings, and a UAV can hold height by referring to these data. However the real air pressure is varying with many conditions. These variance will ...
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325 views

Can i use a predictive kalman filter to 'increase' my sample rate?

I have a slam algorithm that outputs at around 30Hz, an implementation of ORBSLAM2. https://github.com/raulmur/ORB_SLAM2 I am reading this into a renderer that expects 60+ Hz. Because my sample ...
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1answer
268 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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0answers
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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1answer
154 views

Why does one IMU axis influence another?

For a home robotics project I just bought a BerryIMU to connect it to my Raspberry Pi. After hooking it up I ran the provided Python code to read out some values while moving it around. If I keep the ...
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0answers
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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4answers
957 views

Alternatives to Kalmam Filter

I am currently working on a self balancing robot project. I am going to use a MPU6050 to get data from both the accelerometer and the gyroscope. Since I need to get accurate data in a very small ...