Hi, I read an article on Kalman filter implementation. It said: "For a 4-state Kalman filter, all the Kalman filter equations can be expressed as...

Hi, I read an article on Kalman filter implementation. It said: "For a 4-state Kalman filter, all the Kalman filter equations can be expressed as 30 scalar equations....." I know a Kalman filter has (1) Process equation: x(n+1)=A*x(n)+w(n) (2) Measurement equation: s(n)=B*x(n)+v(n) My question again here is: Where does "4-state" come from the above equations? Thanks,

Hi there, I 'm totally new to kalman filter, if not for my final year project, I won't come to know about kalman filter. My final year...

Hi there, I 'm totally new to kalman filter, if not for my final year project, I won't come to know about kalman filter. My final year project is to use a webcam to track a moving object and I 'm have to implement kalman filter. I have read about kalman filter and have some understanding but don't know how to implement it to my project.Any matlab example that show the basic,like linear k...

Hi I like to integrate GPS and INS using kalman filter to predict the position of a vehicle. first of all i like to use GPS sensor readings...

Hi I like to integrate GPS and INS using kalman filter to predict the position of a vehicle. first of all i like to use GPS sensor readings with kalman filter . I have read lot of research papers for that purpose but I donot know how to use real time data of GPS sensor in the kalman filter measurement equation. My question is that where i have to put the readings from the gps sensor in m...

Hi I've got a question on one equation of the Kalman filter. First off, a quick sync of the terminology (just like on Wikipedia) x: System...

Hi I've got a question on one equation of the Kalman filter. First off, a quick sync of the terminology (just like on Wikipedia) x: System state estimate P: System state estimation error covariance F: Process Model H: Measurement Model z: Measurement y: Innovation S: Innovation covariance K: Kalman Gain Consider the first equations of the Kalman filter first (leaving out s...

Hey guys im trying to track an object using kalman filter. I wanted to ask that how can we interface a stepper motor with the kalman filter?...

Hey guys im trying to track an object using kalman filter. I wanted to ask that how can we interface a stepper motor with the kalman filter? (the motor is connected with the camera to control its movement). Also how can we calculate measurement and process error matrices in kalman filter? thnx.

Hi, I have implemented a simple Kalman filter (using standard Kalman filter equations) to integrate INS and wheel encoder. My state vector...

Hi, I have implemented a simple Kalman filter (using standard Kalman filter equations) to integrate INS and wheel encoder. My state vector includes ?displacement? and ?velocity?. (acceleration is the known input) x=[disp; vel] My model is: d(disp)/dt=vel d(vel)/dt=acceleration(in navigation frame) I also have external measurements of velocity from wheel encoder. Kalman gain theref

Hello all, Could you please help me to evaluate the advantages and disadvantages of Joint Kalman Filter and Dual Kalman Filter, and a...

Hello all, Could you please help me to evaluate the advantages and disadvantages of Joint Kalman Filter and Dual Kalman Filter, and a comparison of the two methods. Thank you very much, Anh Tuan.

Hi, i want to know ,how kalman filter is useful in channel estimation of MIMO-OFDM system.what key property of kalman filter helps...

Hi, i want to know ,how kalman filter is useful in channel estimation of MIMO-OFDM system.what key property of kalman filter helps in estimation.kindly reply soon. smriti singh,

Hey all, I have a quick question about Kalman filtering: I have been reading about it and I need some opinions about whether Kalman filters...

Hey all, I have a quick question about Kalman filtering: I have been reading about it and I need some opinions about whether Kalman filters are suitable for my problem at hand: I need to do predictive filtering on a non-stationary digital signal. There is no noise in the system. Also, I do not have a dynamic model for the signal, either. On top of that, any dynamic model that I assume will not be ...

Hello, I already started some discussions dealing with kalman filter and Hinfinity Filter. But to get the point, again a...

Hello, I already started some discussions dealing with kalman filter and Hinfinity Filter. But to get the point, again a question: According to my practical experiences so far with implementing both filters, I don't see any difference between them. my asumptions are: covariance matrices of the kalman filter = weighting matrices for the hinfinity filter. can anyone please point out the...

I have accelerations measurement from an accelerometer and i want to use kalman filter to estimate and remove the bias so that when i find...

I have accelerations measurement from an accelerometer and i want to use kalman filter to estimate and remove the bias so that when i find the position by integrating twice its not crap. How would i model the kalman filter especially A, B, Q, R, & H. Any help would be appreciated. thanks arvkr

Back at the kalman filter again. This is what i am trying to do. I have accurate distance measurement and i differentiate it with respect to...

Back at the kalman filter again. This is what i am trying to do. I have accurate distance measurement and i differentiate it with respect to time twice to get Acceleration. Now i add a scale factor and bias to this acceleration. I am able to recover scale no problem using kalman filter but bias of 0.09mg screws up the filter big time. Any idea what i am doing wrong? My State Variables are x = [...

Here is what i have, a measurement of a distance from an external sensor at a lower sampling rate and acceleration measurements from accelerometer...

Here is what i have, a measurement of a distance from an external sensor at a lower sampling rate and acceleration measurements from accelerometer ( IMU at a higher rate). How can i use a kalman filter to fuse these to produce a good estimate of the position travelled. What would be A, B, H, R, Q if i were to use a kalman filter. Any help will be appreciated.

Hi, I am using an extended kalman filter to train a neural network. My problem is that after a few thousand samples of training it starts...

Hi, I am using an extended kalman filter to train a neural network. My problem is that after a few thousand samples of training it starts producing very high values. I read about square root kalman filtering, but I am not sure this will help because I am using 64 bit values which should be accurate enough (I think). I only found square root algorithms for single output problems, and my neural ne...

Hi, I wanted to estimate the position of something using data collected from an accelerometer. Now, I know this is a noisy process, so I wanted...

Hi, I wanted to estimate the position of something using data collected from an accelerometer. Now, I know this is a noisy process, so I wanted to use some filtering technique to get accurate position and velocity from just accelerometer readings. I was told that the Kalman Filter would do just the thing. I first decided to design and test a Kalman filter in Matlab and test it by making accele...

Hello Is it possible to use a Kalman filter to remove as much measurement noise from a sensor signal as possible? I have seen a Kalman...

Hello Is it possible to use a Kalman filter to remove as much measurement noise from a sensor signal as possible? I have seen a Kalman filter used this way when filtering a thermo couple to estimate its temperature and temperature derivative. Would it be possible to use this kind of filtering for any signal, for example a rate gyro? How do I set up the linear model and measurement m...

I have a Kalman filter which estimates pitch and roll for a stabilised platform. It is a steady-state kalman filter so no great computational...

I have a Kalman filter which estimates pitch and roll for a stabilised platform. It is a steady-state kalman filter so no great computational overload - I calculate the gain matrix first and then go into the while loop forever. In the loop there is also controllers Lag lead PI type. To get a high bandwidth I sample at 10kHz overall but I am finding that the Kalman filter doesn't nee

Hi, I read a paper it said that "For a 4-state Kalman filter, all the Kalman filter equations can be expressed as 30 scalar...

Hi, I read a paper it said that "For a 4-state Kalman filter, all the Kalman filter equations can be expressed as 30 scalar equations." Because 30 is not an integer multiples of 4, I do not know how it get 30 scalar equations. Could you help me on that? Thanks,

Hi, I have implemented one direct and one indirect Kalman filters to integrate INS with wheel encoder. They work fine. The results of my...

Hi, I have implemented one direct and one indirect Kalman filters to integrate INS with wheel encoder. They work fine. The results of my indirect KF is more accurate than those of the direct KF. I've search quite a bit about why that is. I couldn't find a sensible reason though. I'd appreciate it a lot if anyone here could help me with that. Ladan Sahafi

Hi, Is it possible to make the Kalman filter work with non-white measurement noise? I have measurements which have non-zero mean, uncorrelated...

Hi, Is it possible to make the Kalman filter work with non-white measurement noise? I have measurements which have non-zero mean, uncorrelated error. I read about pre-whitening filters. But could not understand how to use them in combination with Kalman Filter and the given measurements. Thanks.