# 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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 $H_\infty$ control?

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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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