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?

Hello, In Kalman filtering does the process noise have to be Gaussian or would any uncorrelated covariance stationary noise satisfy...

Hello, In Kalman filtering does the process noise have to be Gaussian or would any uncorrelated covariance stationary noise satisfy the requirements? When I follow the derivations of the filter I haven't encountered any requirements on Gaussian distribution, but in many sources Gaussian tag seems to go together. Thanks

-Hello all, Does anyone have some good references on H-inf filter and Kalman filters for a controls person? I am pretty familiar with how...

-Hello all, Does anyone have some good references on H-inf filter and Kalman filters for a controls person? I am pretty familiar with how these work (and the associated algorithms) in a controls context and I am trying to broaden my horizons with their DSP-sister uses. Thanks for your time. AM

Hi, I try to implement kalman filter (Python 2.6), and I have a problem with covariance matrix, which in some time start to have crazy...

Hi, I try to implement kalman filter (Python 2.6), and I have a problem with covariance matrix, which in some time start to have crazy values (going to minus infinity) and in effect my estimations are also crazy. For example: observation: [[ -0.21369917] [ 1.76860362] [ 5.57973197] [ 12.32486812] [ 20.49270401] [ 31.83940345] [ 41.51642446]] X_estimate = [ 0.00000000e+00 ...

I'm a veteran computer programmer with a Math background that came to a screeching halt at about the 1st semester of Calculus. However, I think...

I'm a veteran computer programmer with a Math background that came to a screeching halt at about the 1st semester of Calculus. However, I think I'm wasting time implementing filtering solutions that could be better served by a Kalman filter. Here's a recent example. I am interfacing with a Gyroscope, that for some enigmatic reason seems to put out, via the API call I make to its interface ...

Hi, I'm working on a tracking system able to estimate the position of a walking person moving in a 2D scenario. I only measure the x and y...

Hi, I'm working on a tracking system able to estimate the position of a walking person moving in a 2D scenario. I only measure the x and y coordinates of the person, and I would like to improve the tracking algorithm using a Kalman Filter in Matlab. My question is: how can I correctly model the real process? For example, I don't understand how to set the process noise covariance matrix Q, si...

Hello, I'm using an electronic compass and 3-axis gyro to estimate orientation for my undergraduate project. The idea is that a user will hold...

Hello, I'm using an electronic compass and 3-axis gyro to estimate orientation for my undergraduate project. The idea is that a user will hold and turn the device, while walking, and I should estimate the true orientation of the device at each step. I will be using a Kalman Filter to estimate the orientation, given the noisy compass + gyro. I've gone through a lot of material, but I'm uncle...

Dear Sir/Madam, Why the noise used in Kalman filter is assumed to be White noise? Any particular reason? Regards, Senthil Kumar...

Dear Sir/Madam, Why the noise used in Kalman filter is assumed to be White noise? Any particular reason? Regards, Senthil Kumar S, Assistant Professor, Hindustan University, Chennai.

Usually a Kalman filter can be applied to a system described by the following equations: X[k] = A*X[k-1] + W[k] ... (1) Y[k] = C*X[k] + V[k] ......

Usually a Kalman filter can be applied to a system described by the following equations: X[k] = A*X[k-1] + W[k] ... (1) Y[k] = C*X[k] + V[k] ... (2), where (1) is the dynamic equation with the state X[k] and process noise W[k], and (2) is the observation equation with the observation noise V[k]. The only dynamic is in the difference equation (1). Now, I'm reading a paper on the Kalman filter ap...

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

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?

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 ...

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

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

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...

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...