# 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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### 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 ...
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### 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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### 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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### 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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### 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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### 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 ...
186 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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### 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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### 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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### 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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### 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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### 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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### Improving Velocity estimation

I have a sensor reduction model which gives me a velocity estimate of a suspension system(velocity 1) . This suspension system estimate velocity is used to calculate another velocity(velocity 2) via a ...
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### Need of Kalman filters in unimodal measurement model

I have recently been studying Kalman filters. I was wondering that if sensor model of a robot gives a unimodal Gaussian ( as is assumed for LKF) and the environment is pre-mapped, then the sensor ...
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### Kalman Filter with incremental encoder + optical mice

Currently I am building a robots with 2 incremental encoders with a optical mice sensor. The reason to install a optical mice sensor is to provide better feedback when slippage happen on the encoders. ...
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### Fusion of GNSS position data and prefused 9-dof AHRS data

Bosch, FreeScale, InvenSense, ST and maybe others are releasing 9-dof AHRS platforms containing their own fusion software and outputting filtered/sane/fused data (attitude as quaternion and linear ...
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### Jacobian Matrix of 6DOF Body (with IMU)

I am trying to derive the analytical Jacobian for a system that is essentially the equations of motion of a body (6 degrees of freedom) with gyro and accelerometer measurements. This is part of an ...
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### differential robot yaw estimation using kalman filter

Hello i am building a differential drive robot which is equipped with quadrature encoders on both of the motors. My aim is to be able to predict the heading (yaw angle) of the robot using a kalman ...
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### Ambiguous definition of Error-State (Indirect) Kalman Filter

I am confused by what precisely the term "Indirect Kalman Filter" or "Error-State Kalman Filter" means. The most plausible definition I found is in Maybeck's book [1]: As the name indicates, in ...
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### Pose estimation, how to populate set of known edges and points?

I am building an estimator that solves for the camera pose relative to a reference frame which contains a known set of features and edges. Currently, the system works with an unscented kalman filter ...
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### How to choose the state space model for 1 axis gyroscope to implemnt a good kalman filter

I am using this gyroscope in order to measure the rotation of my robot around the z axis. I want to implement a kalman filter in order to improve the values. What i came with since now is this space ...
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### Kalman filter model values or state space original value? Which values to use?

I am using L3GD20 and I am trying to implement a kalman filter for it on the stm32f3 discovery board. I have though a few questions about that: After the filter gave me the values, do I have to make ...
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### Open source implementations of EKF for 6D pose esimation

I am looking for open source implementations of an EKF for 6D pose estimation (Inertial Navigation System) using at minimum an IMU (accelerometer, gyroscope) + absolute position (or pose) sensor. ...
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### How to estimate yaw angle from tri-axis accelerometer and gyroscope

I would like to estimate the yaw angle from accelerometer and gyroscope data. For roll and pitch estimate I've used the following trigonometric equations: ...
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### Ensemble Kalman Filter SLAM

I know that there is an extended kalman filter approach to simultaneous localization and mapping. I'm curious if there is a SLAM algorithm that exploits the ensemble kalman filter. A citation would ...
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### Kalman filter Issue - GPS Odometry Fusion

I am working on estimating a robots pose using Odometry and GPS. My first problem is that all kinematic model i have seen for a differential drive robot proposes using the displacement of the left ...
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### Observation Model Jacobian for Fixed Transforms

Let's say I have a hypothetical sensor that provides, for example, velocity estimates, and I affix that sensor at some non-zero rotational offset from the robot's base. I also have an EKF that is ...
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### Why should I still use EKF instead of UKF?

The Unscented Kalman Filter is a variant of the Extended Kalman Filter which uses a different linearization relying on transforming a set of "Sigma Points" instead of first-order Taylor series ...
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### How much should I expect a Kalman filter to converge?

I am learning about Kalman filters, and implementing the examples from the paper Kalman Filter Applications - Cornell University. I have implemented example 2, which models a simple water tank, ...
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### Point tracking from a mobile robot

How can I track a fixed point $P=(x_P, y_P)$ from a moving robot? Coordinates of $P$ are relative to the state/pose of the robot (x axis looks forward the robot and y axis is positive on the right ...
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### Multiple position estimates fusion

I have a system in which I have two separate subsystems for estimating robot positions. First subsystem is composed of 3 cameras which are used for detecting markers the robot is carrying and which ...
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### Kalman Filter when states are not observable at the same time?

I have a system that I can make a strong kinematic model for, but my sensors send readings at unpredictable times. When I say unpredictable, I am not just saying the order the readings will arrive, I ...
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### What is the best way to fuse measurements from IMU, LIDAR, and Encoder information in some recursive bayesian filter?

I am doing SLAM with a four wheeled (2-wheel drive) differential drive robot driving through some hall way. The hallway is not flat everywhere. And the robot turns by spinning in place, then traveling ...
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### How to rotate covariance?

I am working on an EKF and have a question regarding coordinate frame conversion for covariance matrices. Let's say I get some measurement $(x, y, z, roll, pitch, yaw)$ with corresponding 6x6 ...
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### Slam and Vision (good resources)? [closed]

I would like to know if there is a good source that combines Slam problem with vision. From mathematical perspective, there are numerous resources that handle SLAM ,however, I didn't find a good ...
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### Can motion model noise be zero?

Can I assume the noise of motion model to be zero? If so, what are the consequences of doing so?
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### covariance matrix in EKF?

I'm struggling with the concept of covariance matrix.  \Sigma = \begin{bmatrix} \sigma_{xx} & \sigma_{xy} & \sigma_{x \theta} \\ \sigma_{yx} & \sigma_{yy} & \sigma_{y \theta} \\ \...
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### Explanation of the Kalman Filter [closed]

I am a beginner in robotics, and I am learning about the Kalman filter. I do not seem to get it, though. I am a mathematician, and so it would be helpful if the Kalman filter could be explained in a ...