## Forums Search for: Kalman

## inverse matrix

inHi, I want to implement a Kalman-filter on a DSP56F8323. To do that I need to compute a matrix (9x9). Using Gauss-Jordan algorithmen I need to...

Hi, I want to implement a Kalman-filter on a DSP56F8323. To do that I need to compute a matrix (9x9). Using Gauss-Jordan algorithmen I need to divide a lot of figures. In my eyes there is a problem using fixed point arithmetics. Its not allowed to divide a smaller figure through a bigger one because the figure range is -1 to 0.999 and it would result in bigger than 1. I am DSP newby so it would...

## Slightly OT: Comet Lulin and Kalman Filtering and signal averaging

inHello All, In the world of astronomy we currently have comet Lulin which will be observable in binoculars and telescopes for another couple of...

Hello All, In the world of astronomy we currently have comet Lulin which will be observable in binoculars and telescopes for another couple of months. So I set up my scope to take a picture of it. So the DSP part comes in two ways. First since the Earth rotates you need to have your scope track the stars to counter the rotation. Even with a moderate quality "clock drive" on a scope, the...

## INS gyro alternative or enhancement

inHi, I am building a INS with three gyros and three acclerometer. The problem is that the gyro drift and the accelerometer is quite noisy. The...

Hi, I am building a INS with three gyros and three acclerometer. The problem is that the gyro drift and the accelerometer is quite noisy. The accel noise is something I can deal with because I can filter it out, but the drift of the gyro is basically screwing me up. (the problems it that it is drifting in both direction) I am thinking of adding additional sensors and use a kalman filter to int...

## sensor fusion

inWhile Kalman seems to be the most used (optimal?) filter for sensor fusion, its not nice for FPGA due to the required division. I was hoping LMS...

While Kalman seems to be the most used (optimal?) filter for sensor fusion, its not nice for FPGA due to the required division. I was hoping LMS might work, but it requires a desired signal which I don't have. I know there is blind LMS, anyone have any good internet sites which cover this topic? Are there any other filter/fusion methods I should research or anyone has experience with? My e...

## Accelerometer angle measurement on rotating arm

inHi , This is my first post on this forum, so I apologize if I have posted in wrong area. I want to measure the angle of a rotating crank arm,...

Hi , This is my first post on this forum, so I apologize if I have posted in wrong area. I want to measure the angle of a rotating crank arm, using an accelerometer. I have XY acceleration data, and a digital one pulse per rev signal. Could a Kalman filter be implemented using this data? Cheers XYZ

## Re: Kalman filtering with multiplicative noise

> Contrary to the beliefs of some, the MathWorks isn't on high, and MatLab > isn't an extension of the Bible. I would trust them for examples,...

> Contrary to the beliefs of some, the MathWorks isn't on high, and MatLab > isn't an extension of the Bible. I would trust them for examples, but > don't take their documentation for anything but a means of selling you > copies of MatLab. The link I posted is a user contribution, not an example from the Mathworks, so I don't trust it entirely. However the Wikipedia article on EKF's seems

## Re: Kalman filtering with multiplicative noise

dsp@myallit.com wrote: > > Contrary to the beliefs of some, the MathWorks isn't on high, and MatLab > > isn't an extension of the Bible. I...

dsp@myallit.com wrote: > > Contrary to the beliefs of some, the MathWorks isn't on high, and MatLab > > isn't an extension of the Bible. I would trust them for examples, but > > don't take their documentation for anything but a means of selling you > > copies of MatLab. > > The link I posted is a user contribution, not an example from the > Mathworks, so I don't trust it entirely. However the

## Re: Kalman filtering with multiplicative noise

On Jul 23, 1:02 am, d...@myallit.com wrote: > > Contrary to the beliefs of some, the MathWorks isn't on high, and MatLab > > isn't an...

On Jul 23, 1:02 am, d...@myallit.com wrote: > > Contrary to the beliefs of some, the MathWorks isn't on high, and MatLab > > isn't an extension of the Bible. I would trust them for examples, but > > don't take their documentation for anything but a means of selling you > > copies of MatLab. > > The link I posted is a user contribution, not an example from the > Mathworks, so I don't trust

## a kalman filter to correct 3D accelerometer data during running

inHi guys, I approximately measure 3D acceleration of the center of mass of an athlete by means of a triaxial inertial measurement unit placed on...

Hi guys, I approximately measure 3D acceleration of the center of mass of an athlete by means of a triaxial inertial measurement unit placed on the sacrum during a 100m sprint running. Accelerations are then expressed with respect to an earth-fixed global reference frame (vertical axis is defined by gravity). I have a problem: during the flight phase, the skin has a wobbling movement and it accel...

## Yet another Kalman fiter question

inI'm working on a robot and have gotten a 5 degrees of freedom sensor - x, y and z acceleration, roll, and pitch gyro to help with navigation. I...

I'm working on a robot and have gotten a 5 degrees of freedom sensor - x, y and z acceleration, roll, and pitch gyro to help with navigation. I also have encoders on the drive shaft for the left and right side of the robot which is using a tank drive system. As well as two encoders (one on each side of the robot) that are free running wheels. The problem is that I'm seeing drift on the gyro, ...

## Dual estimation issues using Kalman filters

inHi! I intent to play around with rotation rate and accelerometer sensors for a hobby project. The goal is to have a good estimate of...

Hi! I intent to play around with rotation rate and accelerometer sensors for a hobby project. The goal is to have a good estimate of where up/down is in the device coordinate system and to separate the gravitational part from the motion part of the accelerometer measurements. The first approach would simply be to integrate the rotation rates to keep track of a rotation that maps device ...

## Estimating forcing function with kalman filtering

inHi I have an application where I would like to estimate the forcing function in a second order mechanical system (Can be modeled as a mass on...

Hi I have an application where I would like to estimate the forcing function in a second order mechanical system (Can be modeled as a mass on a spring with a forcing function applied). I have noisy measurements of the position of the system. I have seen a lot of litterature about how to estimate the exact position of the system, but I have not been able to find anything about how to es...

## Grammar on "as is the case for Gaussian observation noise"

inHi, When I read a Kalman filter similar model (see below please), I am not clear what it points in the last within quotation mark (as is the case...

Hi, When I read a Kalman filter similar model (see below please), I am not clear what it points in the last within quotation mark (as is the case for Gaussian observation noise). "as is... noise" means that Gaussian density is abadoned in observation case. Thus, the probablity densities of the system is not Gaussian. "as is... noise" can be substituted as "because of the abandon of

## KALMAN FILTER - model

inHi! I've already write a post for the tuning of the calman filter,but maybe the problem in my program was another one...maybe the model...

Hi! I've already write a post for the tuning of the calman filter,but maybe the problem in my program was another one...maybe the model was wrong. This's the problem: A robot is moving on a white plane,looked by a camera. I send to the robot the command for speed and angolar speed. I come back from the image to the robot's coordinates on the plane by the adge detection and the homograp...

## Kalman filter tuning for hand tracking

inHello I am working on tracking objects (specifically a hand) in video sequences. My question is: how to find the process noise Q and...

Hello I am working on tracking objects (specifically a hand) in video sequences. My question is: how to find the process noise Q and measurement noise R covariance matrices? I am using a state model: [x,y,vx,vy]^T, that is x and y positions and velocities. The process matrix is simply A= [I, deltaT*I] [0, I ] (I is 2 x 2) and the measurement matrix is H = [I, 0] To find ...

## Single Sensor Active Noise cancellation

inHello, I am doing a project in which i need to implement acoustic noise canceller which uses only a single mic.(essentially it is a "Feedback...

Hello, I am doing a project in which i need to implement acoustic noise canceller which uses only a single mic.(essentially it is a "Feedback ANC") the algorithm is based on a Kalman filter combined with a parameter estimation. Also, because of the single sensor, the reference signal(the unwanted noise) is extracted from the error signal. the unwanted signal is modeled as autoregressive st...

## H infinity error covariance matrix

inHello, I was hoping that someone might know how to compute an error covariance matrix for an H infinity filter when the noise terms are known...

Hello, I was hoping that someone might know how to compute an error covariance matrix for an H infinity filter when the noise terms are known to be uncorrelated white and Gaussian. I suspect that P (defined below) is the error covariance matrix since it becomes that when configured to be equivalent to a Kalman filter. However, based on my understanding of H infinity theory P is not an e...

## INS / GPS data fusion using Kalman filter - need help for tuning

inHi there, I'm working on a low cost integrated INS/GPS navigation system (for automotive applications).I use only 1 2D accelerometer and a...

Hi there, I'm working on a low cost integrated INS/GPS navigation system (for automotive applications).I use only 1 2D accelerometer and a GPS receiver. This is my system model (2D movement): x(k) = Ax(k) + Bu(k) + w z(k) = Hx(k) + v Where: x(k)=[sx sy vx vy] (sx = position along x axis, sy = position along y axis, vx = velocity along x axis, vy = velocity along y axis). u(k)=[ax ay] (...

## reference material on 3d tracking

inI need some reference material for tracking based on kalman filter in spherical coordinate system(Range,azimuth,elevation).I have seen...

I need some reference material for tracking based on kalman filter in spherical coordinate system(Range,azimuth,elevation).I have seen models which can track in 2D(cartesian coordinates).I would be grateful if someone can give any reference material for 3d tracking(cartesian or spherical coordinates).

## Blackfin two-word *fast* floating-point library

inThree years ago I developed a very fast set of two-word floating-point assembler routines for the ADSP-2187, including a square root function...

Three years ago I developed a very fast set of two-word floating-point assembler routines for the ADSP-2187, including a square root function and conversion to/from IEEE-754, callable from C. The code was used very successfully for a Kalman tracking implementation and ran over 10 times faster than the original code written entirely in C. It's now running on an ADSP-2191. I'm in the process...