# Tag Info

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### Unscented Kalman Filter for Dummies

I'm going to give you a high-level overview without going into much math. The purpose here is to give you a somewhat intuitive understanding of what is going on, and hopefully this will help the more ...
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### How exactly does sensor fusion work in Kalman filters?

I realize this question already has an accepted answer, but I'd like to provide some additional input. The question of sensor fusion is a good one, but, depending on the application, you don't ...
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### What is a good approach for outlier rejection during real time data filtering?

It is both acceptable and standard to use camera observations with a Kalman filter if you are talking about landmark positions in pixel or real-world space. Pixel space observations are usually ...

### Open source implementations for GPS+IMU sensor fusion?

Yes. The px4 software for the pixhawk autopilot has an extended kalman filter that uses an accelerometer, a gyroscope, gps, and mag. A paper describing the a smaller ekf which only estimates attitude ...
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### Measurement model for Kalman filter but non-zero mean

There are actually several issues in this question which I will answer separately. 1) Error is: $$\sqrt{(x_m-x_{gt})^2}$$ No, error is just $$(x_m - x_{gt})$$ This may be part of your problem with ...

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### Regarding Kalman filter and estimating heading with magnetic compass

I encountered this problem myself when making an extended Kalman filter for a quadrotor. You have to check if the estimate goes above or below +/- pi, and then correct it if it does. You can do this ...

### Choosing the state vector for an EKF

In general, I try to obey the following two rules when selecting states: Only use the states necessary for control, and Choose states to be measurable properties, whenever possible. For example, on ...
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I encountered the same puzzle. I had a clue at the beginning that the gravity information is contained within accelerometer measurements due to aerodynamic drag. Then I found a paper The True Role of ...

### Can I write the seperation principle for LQG controllers in this state space form?

Both state space representations are equivalent. For example the eigenvalues of the two closed-loop system matrices should be the same. However when implementing LQG you only have access to the ...

### Process noise and Measurement noise in Kalman filter

Basically, the relative magnitude between process and measurement noise determines how much to trust a new sensor measurement. In one extreme, if the process noise is zero the kalman filter will ...
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### State estimation of mobile robot

My solution is to use the following model with disturbance only at acceleration and curvature.  \begin{bmatrix} x_{k+1} \\ y_{k+1} \\ \theta_{k+1} \\ v_{k+1} \\ a_{k+1}...

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

Adding to the above, my favorite way to debug a misbehaving filter is to isolate each step. Make sure your prediction step works before correcting it. Your bot should drive straight right with 0,0,0 ...

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### What kinematic equations should I use for Kalman filter state propagation in IMU based quadcopter navigation?

The first form, from both the math and the webpage to which you link, is for linear motion only. Tie a string to a rock. Swing the rock around in a circle above your head at a constant speed. If you ...
Accelerometers measure kinematic acceleration with the addition of gravity. So for an accel to measure 0, the vehicle would need to be accelerating downward at $g$. To get inertial acceleration out of ...