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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365 views

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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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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632 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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369 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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827 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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137 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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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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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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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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181 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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174 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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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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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
565 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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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
224 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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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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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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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
292 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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114 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
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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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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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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 ...
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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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1answer
209 views

Question about EKF covariance equations

I am trying to perform uncertainty aware planning, where my planner tries to connect start and goal in such a way that the resultant path provides the least covariance at the end. This is inspired by ...
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2answers
930 views

What is the bicycle model for a dynamic robot?

I was asked this in a phone interview for a robotics job. Googling has not really helped. I assume it is some sort of state prediction model that can be used in a Kalman filter. Can anyone give me a ...
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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 ...
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Paradox: I can't use accelerometer measurements to obtain information about my states in a quadcopter?

I'm currently developing an EKF to estimate the position and orientation of a quadcopter. My state vector is comprised of 3D position, 3D velocity, 3 euler angles and the angular velocity vector. ...
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1answer
137 views

EKF state propagation model using variables that are not part of state vector

I am trying to understand the EKF theory. Can the state transition function depend on variables that are not part of the state space? For example, the state propagation below depends on the ...
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768 views

How to implement a particle filter when sensors can't identify landmarks?

I'm attempting to build a robot that leverages a particle filter to identify where it is relative to a map that is known. The robot only has IR sensors, so while it is able to determine its distance ...
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What kinematic equations should I use for Kalman filter state propagation in IMU based quadcopter navigation?

I am working on implementing a Kalman filter for position and velocity estimation of a quadcopter using IMU and vision. First I am trying to use the IMU to get position and velocity. In a tutorial [1] ...
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1answer
631 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 ...
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67 views

Kalman filter: 3D measurement error to individiual components

I'm working on a Kalman filter for estimating the position of a point in 3D space. I know that I can measure its 3D position directly with a variance of about 2 mm (in other words: the variance of the ...
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521 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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What is a good approach for outlier rejection during real time data filtering?

I'm trying to finish up a localization pipeline, and the last module I need is a filtering framework for my pose estimates. While a Kalman filter is probably the most popular option, I'm using cameras ...
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1answer
166 views

How to update an EKF when no inputs are available?

I'm using an Extended Kalman filter where the motion model is a function of the states and the inputs, with additive white noise, i.e. $$ x_k = f(x_{k-1},u_{k-1}) +\delta_{k-1} \quad , \quad \delta_{...
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2answers
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State estimation of mobile robot

For a mobile robot - four wheels, front wheel steering - I use the following (bicycle) prediction model to estimate its state based on accurate radar measurements only. No odometry or any other input ...
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2answers
148 views

Estimating state of moving object from other moving object

What is the best way to estimate the state [x-position; y-position; heading (yaw angle); velocity; acceleration; curvature (or yaw rate)] of a moving ...
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1answer
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Auto Stabilising Flight

At the moment this project is purely hypothetical but my friend and I were looking to make a model airplane which could stabilize its flight to be a straight line. Basically, we want there to a button ...
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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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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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2answers
310 views

Odometry motion model for Kalman filter, but is the error zero mean?

I was planning on using the odometry model in the prediction stage of an Extended Kalman Filter. State transition equations: $$ f(X_t,a_t) = \begin{bmatrix} x_{t+1} = x_t + \frac{\delta s_r + \delta ...
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3answers
1k views

Conversion GPS (longitude,latitude) to (x,y) of local reference frame?

I would like to use GPS data as measurement input for an extended kalman filter. Therefore I need to convert from GPS longitude and lattitude to x and y coordinate. I found information about the ...
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592 views

Need help regarding development of Extended Kalman Filter for sensor-data fusion of odometry and IMU data

I'm trying to develop an Extended Kalman Filter (EKF) for the positioning of a wheeled vehicle. I have a 'Baron' robot frame with 4 static wheels, all driven by a motor. On the 2 rear wheels I have an ...
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1answer
175 views

Should I use or not EKF for Baro-Acc altitude estimation?

I've recently implemented a kalman filter to estimate altitude for a small robot with an IMU+Baro sensor mounted on it. My objective is to get max precision I can have, using this two sensor, with ...
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1answer
662 views

kalman filter with redundant sensors

Suppose I have one robot with two 3D position sensors based on different physical principles and I want to run them through a Kalman filter. I construct an observation matrix two represent my two ...
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1answer
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Regarding Kalman filter and estimating heading with magnetic compass

I have trouble estimating the heading when close to the "pivot" point of the compass, and could use some input on how to solve it. I have set up my angles to be from 0-360 degrees during the testing ...
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2answers
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Quaternion Kalman Filter Algorithm

I have been stuck on this for weeks, I really hope that someone can help me with this,thank you in advance. I am trying to write an IMU attitude estimation algorithm using quaternion kalman filter. So ...
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Unscented Kalman Filter for Dummies

I need some help here because I can't figure how the Unscented Kalman Filter works. I've searched for examples but all of them are too hard to understand. Please someone can explain how it works step ...