# Questions tagged [kalman-filters]

The Kalman filter is a mathematical method using noisy measurements observed over time to produce values that tend to be closer to the true values of the measurements and their associated calculated values.

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### Gyroscope sensor drift problem at speed

I have an iPhone mounted on a bike to measure the slope of the road in real-time. This works pretty well at first but as soon as I speed up, the reported pitch starts to drift. I'm using CoreMotion ...
606 views

### Layman Description of the Kalman Filter

I want to know about Kalman Filter but i tried searching different links including Electrical Engineering StackExchange but the information available there was hardly digestible. All I am able to ...
732 views

### Alternatives to offline Kalman filtering

Recently I got into vehicle models and filtering in general and immediately faced with the following question. I have the recorded GPS data from car driving on a highway. However, there is a ...
1k views

### Should the input of a Kalman filter always be a signal and its derivative?

I always see the Kalman filter used with such input data. For example, the inputs are commonly a position and the correspondent velocity: $$(x, \dfrac{dx}{dt})$$ In my case, I only have 2D ...
19 views

### Kalman filters which only update a subset of variables?

What is the general approach to updating a subset of variables with a kalman filter? IE sensor X only updates variable Y. What I'm a little bit confused on is how the covariance would be propagated.
1 vote
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### Getting position data from 9-axis IMU

I want to track the movement of a person in a 2D plane using a 9-axis IMU. The size of the plane in which the movement is not bigger than 6 by 6 meter. The IMU is mounted on the head of the person and ...
47 views

### PLL Phase Error Detectors for non-bandpass-communication type signals

I'm quite familiar with PLLs for bandpass signals (e.g., GPS) which operate on IF or complex baseband signals. However, I now have a phase tracking problem where the signal is not necessarily ...
1 vote
209 views

### Kalman Filter in Vision - Constant Velocity Model - Units

Let's assume we have series of frames with a known object. I want to track the object using Kalman filter using constant velocity / acceleration models. My questions are: Which model to use? CV or CA?...
1 vote
179 views

### Initial Process Covariance in 1-D Kalman Filter

Having a bit of confusion about what the initial process covariance (P) should be. Assume a 1-D tracking problem where I am measuring the distance/position of a static object. Would P not just be ...
98 views

### SAR and ISAR sampling time

This is a repost of a question that I've previously asked in the EE section of SE. Unfortunately, I've not solved my problem. I'm seeking insight into the typical values of sampling times or refresh ...
1 vote
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### Time fusion Kalman filter

Suppose I have a set of estimators, $$\{S^1, S^2, S^3, S^4,\ldots,S^n\}$$ that output at each timestep $t$ a measurement representing an estimate of the true signal $y$, however the output of each ...
162 views

### How to regularize the latent variables of a kalman filter to be small?

This is perhaps a bit of a weird idea but suppose I want the latent variables of a Kalman filter to be small (like as if the states were being regularized). This is kind of like putting an extra prior ...
1k views

### Kalman Filter on Sensor Fusion

Assume I have 2 sensors capable of measuring distance to an object of known distance. If I apply a Kalman filter to these 2 sensors, I would have 2 correction and prediction equations. If I have 2 ...
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### Kalman Filter - Gaussian representation

I'm trying to understand well the kalman filter, as a result i'm having this question : Why do we represent noise with a Gaussian ? what does this really mean intuitively ?
506 views

### Deriving a Kalman Filter Equation for a Linear Gaussian Filtering Model with Non Zero Mean Noise

I am trying to answer an exercise question from the book Simo Sarkka - Bayesian Filtering and Smoothing. The question is: Does anyone know if there is a resource that has the solutions for this book?
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### Fusing multiple IMUs in EKF framework

What is the approach to fuse multiple IMUs in EKF framework? Normally you take the IMU as the motion model and the sense step to consist of other sensors but when have multiple IMUs operating, what is ...
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### How to define Q matrix (covariance matrix for process noise) in EKF

I am implementing an Extended Kalman Filter (EKF). I have developed the model for my system and I know must find the Q matrix. I have searched all over the web and noone explains how to define this ...
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### How to simulate the synthetic data for 2 pole low pass filter for Kalman application?

I was trying to simulate data for a 2 pole low pass filter inorder to solve with kalman filter to estimate the true states. With the below code I was unable to generate true states that look like sin ...
1 vote
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### Implementing signal processing techniques for consistent RSSI signal reception

I've tried to optimize the LoRa setup using Arduino IDE libraries to ensure accurate or acceptable RSSI measurements and for distance estimation between multiple nodes and a master in an outdoor ...
1 vote
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### Temperature estimation via Kalman filter

Based on the recommendation I would like to ask you for your opinion regarding my question I have asked on different forum.
36 views

1 vote
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### average after Kalman filter and how to deal with drift

This is in the context of mobile device localization. The mobile device does not move. All I have is the delay estimated from the signal sent by the mobile device ('measure' in blue). With a simple ...
2k views

### Kalman Filter: Why do we decrease the state uncertainty regardless of the current measurement?

I'm struggling with fully understanding the concept behind a Kalman filter. For the sake of simplicity, let's ingore the input variable $u$ and assume constant process $Q$ and measurement noise $R$. ...
1 vote
55 views

### Phase rotation compensation in AOA

We are using $4 \times 4$ corehw antenna array with nrf52833 mcu as the receiver and nrf52833 as transmitter. When working on AOA Direction Finding, we found that each element in the antenna array has ...
608 views

### Unscented Kalman Filter for Parameter Estimation (Tracking) of Amplitude Frequency and Phase of a Multi Component Harmonic Signal

I'm trying to implement an Unscented Kalman Filter that tracks the amplitude, frequency, and phase of a multi-component oscillatory signal. Below is an attempt using the ...
9k views

### Using the Kalman filter given acceleration to estimate position and velocity

I am reading data from an accelerometer. I want to use this data to estimate velocity and position. Originally, I performed a double integration of acceleration to read this data, and as confirmed by ...
1 vote