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
2k views

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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1answer
221 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
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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 ...
3
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1answer
469 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
107 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 ...
4
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1answer
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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1answer
123 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
675 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
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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 ...
3
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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
687 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
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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
358 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
944 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 ...
4
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1answer
674 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 ...
4
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1answer
171 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 ...
2
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1answer
121 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
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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: ...
4
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1answer
271 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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0answers
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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
148 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
770 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, \...
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1answer
77 views

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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2answers
144 views

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 ...
0
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1answer
741 views

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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0answers
485 views

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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0answers
389 views

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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2answers
790 views

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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1answer
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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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1answer
288 views

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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1answer
663 views

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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1answer
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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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1answer
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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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3answers
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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: ...
6
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2answers
281 views

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 ...
5
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1answer
887 views

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 ...
3
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1answer
133 views

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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1answer
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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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3answers
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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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1answer
168 views

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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1answer
1k views

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 ...
3
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1answer
864 views

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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1answer
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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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3answers
13k views

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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1answer
188 views

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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1answer
125 views

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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1answer
193 views

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 ...