Hi, I'm trying to work with Kalman Filter for Sensor Fusion/state estimation purposes. A very basic question first: I model my system...

Hi, I'm trying to work with Kalman Filter for Sensor Fusion/state estimation purposes. A very basic question first: I model my system with a continuos time state space model. I'm using a high sample rate (3000 Hz). Do I have to transform my state space model into time-discrete domain anyways? What would happen if not, what special properties may occur when I'm using a continous time m...

Hello, I'm using a Kalman-filter for state estimation issues. My question is dealing with the signals that I apply to the filter. Let's...

Hello, I'm using a Kalman-filter for state estimation issues. My question is dealing with the signals that I apply to the filter. Let's think of an analog sensor with a changeable low-pass filter at its output. I could think of tuning the RC-elements to a bandwith of let's say 40 Hz or 400 Hz. When I measure the noise levels and variances I can use these values in both cases to feed my K...

Hinfinity filtering is often mentioned by the readers of this group. For sure, it has theortic advantages over the kalman filter under...

Hinfinity filtering is often mentioned by the readers of this group. For sure, it has theortic advantages over the kalman filter under certain conditions. Now I encounter the problem of tuning the weighting matrices and I wonder if you have any cooking recipes, rules of thumb or references to help. A good startoff for me is trying the covariance matrices of the corresponding kalman filter for...

Hi We have the position and velocity of products on the conveyor in time t=t1. How can we estimate position in time t=t1+T (T is scan time)...

Hi We have the position and velocity of products on the conveyor in time t=t1. How can we estimate position in time t=t1+T (T is scan time) if we know max.acceleration, max.jerk, max. velocity for this product? Product is on the conveyor. We need probably Kalman filter, but can somebody tell me formel how can we calculate position in t=t1+T. Thanks. Best regards Leo

Hi everyone, I have an extended kalman filter which seems to be working OK in floating point and I converted it to fixed point with a large...

Hi everyone, I have an extended kalman filter which seems to be working OK in floating point and I converted it to fixed point with a large number of bits in the fractional part. What I'm observing is that the error between the floating point and fixed point outputs seems to grow over time. I'm using float C type in my floating-point implementation and I have 28 bits of fractional portions i...

Hello all.. I am developing a vehicle acceleration pattern capturing device using accelerometers. I intend to use a Kalman filter for noise...

Hello all.. I am developing a vehicle acceleration pattern capturing device using accelerometers. I intend to use a Kalman filter for noise reduction in the accelerometer data. I saw elsewhere the following model for the state of the system for a similar problem. s(k+1)=s(k)+T*v(k)+0.5*T^2*a(k) v(k+1)=v(k)+T*a(k) a(k+1)=a(k) My first question is, is this model correct regarding the acce...

Dear all, I am doing a final year project to estimate the power consumption of a chiller plant. I have built a basic model by using...

Dear all, I am doing a final year project to estimate the power consumption of a chiller plant. I have built a basic model by using Kalman Filter and get a result with some percent of error. For my model, I used a moving windows say 60 sets of data, then calculated the parameters to be estimated from these data sets. Use these a,b,c,d,e and the measurement of 61set of data to estimat...

I am a beginner & am using Kalman Filter for multiple parameter estimation in processing of dual freq. carrier phase navigation...

I am a beginner & am using Kalman Filter for multiple parameter estimation in processing of dual freq. carrier phase navigation receiver.(position, velocity, Ionospheric error, receiver bias(units of length) and transmitter(satellite) bias (again units of length) are the five parameters I am estimating together). When I start with a very poor estimate to begin the filter (meaning when I give highe...

Hi, I am trying to implement an unscented kalman filter, as described here: http://cslu.cse.ogi.edu/nsel/ukf/node6.html My problem is with...

Hi, I am trying to implement an unscented kalman filter, as described here: http://cslu.cse.ogi.edu/nsel/ukf/node6.html My problem is with equation 18 - What does the multiplication mean? As far as I understand, the first (Yi - y^) is a row vector, and the second one is a column vector, therefore this is a dot product. But then the result of the expression inside the sigma is a scalar, and ...

Hi, I am trying to implement an unscented kalman filter, as described here: http://cslu.cse.ogi.edu/nsel/ukf/node6.html My problem is with...

Hi, I am trying to implement an unscented kalman filter, as described here: http://cslu.cse.ogi.edu/nsel/ukf/node6.html My problem is with equation 18 - What does the multiplication mean? As far as I understand, the first (Yi - y^) is a row vector, and the second one is a column vector, therefore this is a dot product. But then the result of the expression inside the sigma is a scalar, and ...

I must be missing something. I passed 128 records of 1300 samples each (1300x128) through a Kalman Filter (This is basically a laser return...

I must be missing something. I passed 128 records of 1300 samples each (1300x128) through a Kalman Filter (This is basically a laser return signal - often times quite small- buried in solar noise generated by an APD - Avalanche Photo Diode) and the output appears as noisy as any one of the record inputs. Simple Averaging of these 128 records yields a signal from the noise, but I was under the im...

hi there i working on an object tracking project by kalman filter, assume that there is a moving object, as i studied before i thought 2-degree...

hi there i working on an object tracking project by kalman filter, assume that there is a moving object, as i studied before i thought 2-degree model (a*x^2+b*x+c) is useful but in simulation result i found our moving is not with constant acceleration all the time. i want to know is there any better idea for this problem?

Dears, I was reading some posts about using Kalman filter with accelerometer sensor, and most of the questions were about the velocity and...

Dears, I was reading some posts about using Kalman filter with accelerometer sensor, and most of the questions were about the velocity and position. but my question is can i use Kalamn filter to filter the acceleration raw data itself ? for example my sensor has 3 axes and I want to remove the noise form them so can do that ? in this case the state vector should be (x,y,z) for three axes and ...

Oddball question. Or maybe just a plea for comments. I'm kind of getting painted into a corner, and the color of the paint is pink. It's...

Oddball question. Or maybe just a plea for comments. I'm kind of getting painted into a corner, and the color of the paint is pink. It's looking like I need to estimate pink noise with a Kalman filter. Anyone done anything remotely like this? Know of anyone who has? Did they survive? The method that I know of for simulating pink noise involves running white noise through a fil...

Hi, I am puzzled over how to do the Kalman filter of a system with observables that depend on lagged observables. I have the following...

Hi, I am puzzled over how to do the Kalman filter of a system with observables that depend on lagged observables. I have the following system: xt=u+z(1,t-1)+x(t-1)+d·[y(t-1)-x(t-1)]+e(x,t) yt=u+z(2,t-1)+y(t-1)-d·[y(t-1)-x(t-1)]+e(y,t) z1 and z2 are AR(1) processes z(1,t)=p1z(1,t-1)+e(1,t) z(2,t)=p2z(2,t-1)+e(2,t) The observations are xt and yt I guess the state varia

Came across this recently but didn't understand in plain language why it was needed. Does anybody know? Why is a Kalman filter not do the job?

Came across this recently but didn't understand in plain language why it was needed. Does anybody know? Why is a Kalman filter not do the job?

I am using a fairly standard approach to estimating angular pitch using a KF. It uses both accelerometer and Gyro angle data. Now it estimated the...

I am using a fairly standard approach to estimating angular pitch using a KF. It uses both accelerometer and Gyro angle data. Now it estimated the angle fine enough and I implement the steady-state KF. Never tried this before but then put a PID or lag-lead controller on this measurement. I find that the Kalman filter bandwidth is stuff all and severely reduces the bandwidth of my cl

First, some background: I've done some Kalman filters "for pretend" and they always worked out just fine. Now I'm doing one for a client,...

First, some background: I've done some Kalman filters "for pretend" and they always worked out just fine. Now I'm doing one for a client, and of course it's blowing up in my face -- go figure. What's happening is that the state covariance matrix is acquiring some negative eigenvalues, followed shortly by the whole thing rapidly and exponentially growing (bang). It's an extended...

Does anyone have information on publications, research, or data on the theroritical and practical stability analysis of the extended...

Does anyone have information on publications, research, or data on the theroritical and practical stability analysis of the extended Kalman filter? Most of the stuff I've found seems to be a bit *off the wall*. Many thanks, Maurice

Hello All First post to this group! I have 3D accelerometer signals which are obviously noisy. I want to use Kalman filter to remove the...

Hello All First post to this group! I have 3D accelerometer signals which are obviously noisy. I want to use Kalman filter to remove the noise. I can also use a moving average filter and it will be fine but how can I use Kalaman filter to smooth these signals? regards sia --------------------------------------- Posted through http://www.DSPRelated.com