Hello, I am trying to integrate GPS and IMU using kalman filter. As the first step in the path i am trying to simulate the GPS/IMU using...

Hello, I am trying to integrate GPS and IMU using kalman filter. As the first step in the path i am trying to simulate the GPS/IMU using matlab.If anyone as worked in this field please give me suggestion or reference. waiting for reply praveen

I am struggling with a problem in which the states and measurements are both implicit in a constraint of the form (mx-bx)^2/(1+sx)^2 +...

I am struggling with a problem in which the states and measurements are both implicit in a constraint of the form (mx-bx)^2/(1+sx)^2 + (my-by)^2/(1+sy)^2 = 1 where mx, bx are measurements and bx, by sx, sy are states to be estimated. The states are generally constant but occassionally exhibit discontinuities, and it is these discontinuities which I would like to track. I have been tre...

In a dynamic model x(k+1) = a*x(k) + w z(k+1) = h*x(k+1) + v In real application, how to get the noise variance matrix R of v?...

In a dynamic model x(k+1) = a*x(k) + w z(k+1) = h*x(k+1) + v In real application, how to get the noise variance matrix R of v? Generally is it a time-variant value which should be estimated from the random signal z(k) itself? Or is it predetermined by the sensor property? Thanks.

Can anyone direct me to resources on any of the following topics, encountered during research on IIR filtering... alternatively, a...

Can anyone direct me to resources on any of the following topics, encountered during research on IIR filtering... alternatively, a brief explantion would be appreciated... 1. relatively prime polynomials 2. Pade approximation 3. McMillan degree 4. Hankel singular values 5. Schur complement 6. Kalman filters 7. persistently exciting 8. Sylvester Matrix Now there's a mouthful!

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...

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...

Hello 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 ...

Hi, I'm looking for someone familiar with the Singer acceleration model. Could such a person explain to me why Singer makes no assumption...

Hi, I'm looking for someone familiar with the Singer acceleration model. Could such a person explain to me why Singer makes no assumption on the sampling rate and the nyquist theorem? How can he say things such as the correlation coefficient goes to infinity, when it is actually bounded by 1/2T where T is the sampling period? This is driving me bananas!! thnaks This message was se...

I've got a stationary robot (the master) which sends a sonar ping (4 times per second) to locate several mobile robots. The mobile...

I've got a stationary robot (the master) which sends a sonar ping (4 times per second) to locate several mobile robots. The mobile robot(s), upon sensing the master's ping, sends a return ping. The mobile robots are usually from 10 to 40 feet from the master and move about at 2 to 3 miles per hour. The master robot checks the elapased time from when it sent the ping to when the ping ...

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...

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...

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...

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...

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...

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] (...

Hi all. Today I recieved my copy of Durbin & Koopman: "Time Series Analysis by State Space Methods" Oxford University Press,...

Hi all. Today I recieved my copy of Durbin & Koopman: "Time Series Analysis by State Space Methods" Oxford University Press, 2001. http://www.amazon.com/gp/product/0198523548/sr=8-1/qid=1154184779/ref=sr_1_1/103-3640117-4140620 ?ie=UTF8 The book is aimed at an audience in statistics and econometrics, but serves as an intro to general Kalman filters. I like the general philosophy a

Hello I designed a bistatic radar tracker with Extended Kalman Fileter. The model I that used is the constant velocity model. The measurements...

Hello I designed a bistatic radar tracker with Extended Kalman Fileter. The model I that used is the constant velocity model. The measurements are: Doppler rang, Azimuth and Doppler frequency. the rang & Doppler measurements' covariance noise is low, but the Azimuth is too noisy. The state vector contained: x,vx,y,vy. My tracker works well when the distance between transmitter and receiver is ...

Hi, i'm searching for solutions to the exercises in the book from Brown and Hwang. Because i work through the book in a autodidactic manner,...

Hi, i'm searching for solutions to the exercises in the book from Brown and Hwang. Because i work through the book in a autodidactic manner, the solutions would be a nice support. (i don't need/have already the accompanying diskette) Very much thanks for any (even rudimentary) help :) Johann Blaser

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...

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...

Hi All, Can I know from an experienced and/or knowledgable guy out there--- 1). What is the good choice of "Short-time-stationary" window length...

Hi All, Can I know from an experienced and/or knowledgable guy out there--- 1). What is the good choice of "Short-time-stationary" window length in the ECG case? 2). What is the sufficient no. of AR parameters to model ECG well enough for filtering? 3). Besides instrumentation noise which other artefacts can be modeled as "white". Anticipating enlightening responses, ...

Hi I am using Kalman filter in building a noise removal tool for speech signal. The questions I am faced with are: a) To find right...

Hi I am using Kalman filter in building a noise removal tool for speech signal. The questions I am faced with are: a) To find right estimate of Signal variance b) To find right estimate of Noise variance I do a rough estimate of signal variance from LPC analysis of the noisy i/p and amd updating noise variance during silence period. But, with this technique a short lived noise durin...

hi ppl, i would like to know how do we implement a kalman filter in smoothing data from a noisy sensor.. its urgent pz help

hi ppl, i would like to know how do we implement a kalman filter in smoothing data from a noisy sensor.. its urgent pz help

hi ppl, i would like to know how do we implement a kalman filter in smoothing data from a noisy sensor.. its urgent pz help

hi ppl, i would like to know how do we implement a kalman filter in smoothing data from a noisy sensor.. its urgent pz help

When would you use one versus ther other eg suppose you need to it detect when a robot is falling over. I assume the rate gyro gives velocity...

When would you use one versus ther other eg suppose you need to it detect when a robot is falling over. I assume the rate gyro gives velocity which can be integrated to get position. Accelerometer has to be integrated twice to get position - I expect you could use a Kalman filter or some such. I am just confused when one versus the other is used.I saw an article somewhere which says you need ...