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# 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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1 answer
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### Kalman filter for position and velocity: introducing speed estimates

Thanks to everyone who posted comments/answers to my query yesterday (Implementing a Kalman filter for position, velocity, acceleration ). I've been looking at what was recommended, and in particular ...
9 votes
3 answers
13k views

### Estimating velocity from known position and acceleration

I am stuck at modeling a system model, i.e. getting my state vector and input vector. My guess is that position and velocity are state vector and acceleration is input vector. My 2nd guess is that all ...
• 375
7 votes
1 answer
2k views

### Estimate and Track the Amplitude, Frequency and Phase of a Sine Signal Using a Kalman Filter

There is sinusoidally controlled signal, which other than being noisy, can change values for amplitude, frequency, phase and offset. At every new sample a new sine is fitted for the last N samples. ...
1 vote
1 answer
4k views

### Kalman Filter - Velocity [Matlab]

I have a quite typical Kalman filter to design. I really read a lot of articles about the design of this filter but the performances of my filter are still quite bad. Here is my situation. I have a ...
• 15
19 votes
1 answer
8k views

### Kalman filter in practice

I have read the description of the Kalman filter, but I am not clear on how it comes together in practice. It appears to be primarily targeted at mechanical or electrical systems since it wants linear ...
• 1,122
17 votes
2 answers
10k views

### Is a Kalman filter suitable to filter projected points positions, given Euler angles of the capturing device?

My system is the following. I use the camera of a mobile device to track an object. From this tracking, I get four 3D points that I project on the screen, to get four 2D points. These 8 values are ...
• 1,049
17 votes
4 answers
10k views

• 13
1 vote
1 answer
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### Kalman filter, defining the measurement model

I would like to implement a Kalman filter to estimate the velocity and position of an object. I have an accelerometer, therefore the acceleration is known. The approach is same as: Kalman filter for ...
0 votes
2 answers
5k views

### Discrete or continuous Kalman filter?

I have position and acceleration measurements and I would like to apply a Kalman filter to estimate the velocity of the system. I am not sure yet about how to procede, but I will check the already ...
• 413
0 votes
2 answers
275 views

### How to estimate ALL time-delays across MULTIPLE signals?

Imagine there are 100 recordings of the same signal or pattern, but those recordings are not properly aligned with each other in time. In other words, each sample has some unknown time delay in ...
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-1 votes
1 answer
5k views

### Re-implementing the "spectrogram" function from matlab

I am trying to make a spectrogram viewer without using the spectrogram command. For this purpose, I used a sin function. I broke up the input signal into 256 segments, multiplied each segment with the ...