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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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### How to update Kalman Filter with n-th order state translation?

In Kalman Filter, the hidden state translation is defined by $X_t=F_tX_{t-1}+W_t$, where $X_t$ can be a vector or a single value. This is actually derived from Bayes filter, in which 1-th order markov ...
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### Kalman fitler to estimate position from velocity measurement

I am using the Kalman filter to estimate the position from velocity measurements. I implemented the filter, but the position estimate is not well enough (large RMSE and Covariance value). Some time ...
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### Kalman Filter: Effect on covariance from frauded errorneous sensor

I have recently started to learn about Kalman filters and I am right now simulating a very simple model in Simulink giving a noisy sinewave (position) and its derivative (speed). I have implemented/...
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### Kalman-Filter Estimate the position

I am quite new in this field and trying to learn Kalman-Filter but i am quite lost how to start my task. This is the file description Problem. I guess the state vector x must be the poistion of ...
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### Structural time series model with multiplicative error term

I have a noisy time series measurement of a biological signal which I need to smoothen. I believe that the error of the measurement is proportional to the signal strength. I am currently working in R ...
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### Using an IMU for gravimetry and calculation of gravity anomalies

I am currently working on a project which seeks to utilize a tri-axial IMU to measure gravity anomalies caused by density variations in planetary crusts. The instrument will be attached to a Helikite ...
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### Kalman Filter Parameter Definition for Vehicle Position Estimation in Python

I'm relatively new to Kalman filter concepts and I would like to use it for estimating and tracking the accuracy of the position of a vehicle with GPS measurements (As a first step). However, I am not ...
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### How do I derive complicated robotic motion models easily?

I have a filter that tracks a robot. I want it to use a 2D coordinated turn polar velocity motion model (from page 15 here): But I want to expand on this motion model: I want an additional velocity ...
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### Trying to create an Extended Kalman Filter for this problem at hand

Currently I have a system that measures the GPS coordinates of an object. The object is first detected and then using trigonometry, the GPS coordinates are determined, as we know of the GPS ...
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### Is my Kalman Filter model reasonable? Using for a 3 wheels rover platform

Background: I'm building a 3 omniwheel rover platform that looks something like this: It has 1 IMU sensors on each of the wheels (3 in total). So in theory, I can get gyroscope and accelerometer data ...
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