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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963 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 ...
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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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1answer
187 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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863 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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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 ...
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2answers
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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
132 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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1answer
694 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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1answer
731 views

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
586 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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1answer
66 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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485 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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2answers
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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
158 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
673 views

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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146 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
40 views

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
270 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
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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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2answers
503 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
167 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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609 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
792 views

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
992 views

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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Uncented 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 ...
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1answer
196 views

Choosing the state vector for an EKF

Could someone help me understand the logic behind choosing a particular state space vector for an EKF? Context: Say there is a 4 wheeled robot that operates only in 2D. It is equipped with an ...
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1answer
2k views

How do I go about implementing a Kalman Filter for a pose estimation algorithm?

I am currently in the process of writing a pose estimation algorithm using image data. I receive images at 30 fps, and for every image, my program computes the x,y,z and roll, pitch, yaw of the camera ...
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16k views

Open source implementations for GPS+IMU sensor fusion?

Are there any Open source implementations of GPS+IMU sensor fusion (loosely coupled; i.e. using GPS module output and 9 degree of freedom IMU sensors)? -- kalman filtering based or otherwise. I did ...
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1answer
429 views

Accurate Wheeled Robot Odometry

I'm looking for a "good" algorithm/model for wheeled odometry estimation. We have encoders on the two back wheels of the tricycle robot, and IMU on the controller board. Currently we use MEMS gyro for ...
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1answer
104 views

3D Angular velocity to 3D velocity to predict next state

I have a sensor that gives R, Theta, Phi (Range, Azimuth and Elevation) As such: http://imgur.com/HpSQc50 I need to predict the next state of the object given the roll, pitch yaw angular velocities ...
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1answer
171 views

EKF-SLAM: Shrink covariance matrix on one direction

I have implemented an EKF on a mobile robot (x,y,theta coordinates), but now I've a problem. When I detect a landmark, I would like to correct my estimate only on a defined direction. As an example, ...
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1answer
116 views

Are there systematic ways to tune the Kalman filter in engineering practice?

Including Q, R, and initial states of x and P.
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1answer
635 views

Solution for INS and GPS integration

I have a GPS module and an IMU (gyro, accelerometer and magnetometer) and I need to build an autonomous navigation system for a quadcopter. It must know its position at any time so that it can track a ...
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3answers
112 views

How to sumarize Kalman filter covariances for display?

I'm implementing an extended Kalman filter and I'm facing a problem with showing the covariances to the user. The covariance matrix estimate contains all the information we have about the current ...
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1answer
164 views

Multiple EKFs or one big

Let's say I would like to use an EKF to track the position of a moving robot. The EKF would not only estimate the position itself but also variables affecting the position estimate, for example IMU ...
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1answer
568 views

Original paper of Kalman filter

Recently we've encountered Kalman filter algorithm for state estimation in a course of Probabilistic Robotics. After taking several days to try to read Kalman's original paper published in 1960, A ...
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1answer
1k views

Simple Sensor Fusion for pose estimation

I am currently working on a balancing robot project, which features fairly low-cost sensors such as an 9-Dof IMU with the measurement states $\textbf{x}_\text{IMU} = \left[a_x, a_y, a_z, g_x, g_y, ...
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1answer
346 views

Kalman filter for estimating position with “direction” measurements

I am currently working on a pose estimation problem for which I would like to use filtering. To explain the system briefly, it consists of two cameras and each has its own GPS/IMU module. The main ...
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2answers
872 views

Complementary and Kalman filter don't work for Y angle

I'm working on a Python script which reads the data from the MPU6050 IMU and returns the angles using sensor fusion algorithms: Kalman and Complementary filter. Here is the implementation: Class ...
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1answer
647 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 ...
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1answer
169 views

Modeling a robot to find its position

The task of the robot is as follows. My robot should catch another robot in the arena, which is trying to escape. The exact position of that robot is sent to my robot at 5Hz. Other than that I can use ...
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1answer
115 views

Optimal hardware for linear algebra operations

I've been working lately on SLAM algorithms implementing extended kalman filtering to brush up on some localisation techniques and I have been thinking forward to the hardware side of things. Are ...
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1answer
61 views

where to get this reference about Kalman filter, technical report

I'm sorry for this question that might not fit in here however, I would like to give it a shot. I've chosen this stack since the question is somehow related to mobile robots. I've came across a paper ...
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2answers
978 views

How do I choose the best filter for dead reckoning with an IMU?

I'm searching filter to reduce noise and smooth the signal while dead reckoning with an IMU (6dof gyro+accelerometer). What are the differences/advantages/disadvantages of the following filters: ...
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1answer
260 views

How to use a POMDP-based planner on top of a probabilistic filter

POMDPs extend MDPs by conceiling state and adding an observation model. A POMDP controller processes either action/observation histories or a bayesian belief state, computed from the observations (...
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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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1answer
143 views

Lagging sensor data for PID

Let's say a PID is implemented and the errors are calculated using the sensor data, but the sensor data lags by certain amount of time because of the overhead. And the lag time is smaller than the ...
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2answers
717 views

Structuring EKF to estimate pose and velocity with odometry inputs

I have a differential drive robot for which I'm building an EKF localization system. I would like to be able to estimate the state of the robot $\left[ x, y, \theta, v, \omega \right]$ where $x, y, \...