# 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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### 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 ...
12k 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 ...
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 ...
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### Given Position Measurements, How to Estimate Velocity and Acceleration

This is simple i thought, but my naive approach led to a very noisy result. I have this sample times and positions in a file named t_angle.txt: ...
7k 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 ...
29k views

### Question About $Q$ Matrix (Model Process Covariance) in Kalman Filter

I am implementing my own discrete Kalman filter to estimate velocity from acceleration and position measurements (using Matlab ). I think I managed to deal with the $R$ matrix (measurements noise ...
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### estimation of the position of the magnetic source

I have a flying robot with magnetic coil as a sensor. An output from the coil is measured every second in different position. I know the position of the coil and its angles. I need to estimate the ...
1k views

### Applying Kalman filter to a data set

I went through the answer Kalman filter in practice and it seems we must know all the first and second order properties of random variables to apply the Kalman filter. But when I only have a set of ...
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### Kalman Filter to estimate 3D position of a node

Code given on this link works for 1D: Kalman filter for position and velocity: introducing speed estimates In my problem I need to estimate 3D position.What is the criteria ? How F, G ,H,Q and R ...
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### How to use Kalman filter for altitude prediction based on barometer data?

I have barometer noisy data with known variance. I studied Kalman filter but I did not find an answer to this problem: My process model is: altitude is changed because of velocity that is changed ...