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 Yearling
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2d
awarded  Yearling
Dec
2
answered Extended Kalman Filter destablizing
Nov
23
comment Proof of Gauss-Markov theorem
It just means that it is unbiased no matter what $\beta$ is. That's all. For example, it's not simply true if $\beta$ is vector of all ones, or all zeros, it's true for all $\beta \in \mathbb{R}^{p}$.
Nov
23
answered Proof of Gauss-Markov theorem
Aug
19
answered Help with Gram-Schmidt Orthogonalization
Aug
18
comment Kalman filter a posteriori estimate covariance matrix
I think there is a cross term missing in the third step of method two. Don't work with cov, and instead expand it and work with the expected value.
Aug
7
awarded  Informed
Aug
3
answered why should add one column using Moore-Penrose pseudoinverse
Aug
3
accepted Numerical integration of function where the input data is not sampled uniformly in time
Aug
3
awarded  Curious
Aug
2
accepted What does the subspace of SO(3) corresponding to zero yaw look like
Aug
2
comment What does the subspace of SO(3) corresponding to zero yaw look like
Ah I see now. Thank you. I used your method to look at the what the Quaternions look like in terms of Euler angles (shown here en.wikipedia.org/wiki/…), and it looks like for the yaw equals zero case, I can write one of the elements as a function of the others, for example q1=q3*q2/(-q4). I don't know if this is significant but I will keep looking.
Aug
2
comment What does the subspace of SO(3) corresponding to zero yaw look like
Hi Joriki. Thanks for answering my question. I understand that the 1-2cos(theta) term comes from the trace of the general rotation matrix, but where does the second equation come from?
Aug
2
asked What does the subspace of SO(3) corresponding to zero yaw look like
Jul
13
answered How to treat non-identifiable states in Kalman filtering/dynamic linear models?
Jul
13
revised Derive State Transition Matrix from an unscented transformation
deleted 93 characters in body
Jul
13
answered Derive State Transition Matrix from an unscented transformation
Jul
10
comment Derive State Transition Matrix from an unscented transformation
By state transition matrix, do you mean the Jacobian calculated from the nonlinear model of the system whose states you are trying to estimate?
Jun
30
comment kalman filter matrices
You need to be more specific about what you want to do with the light sensors? Do you want to smooth them out? Do you want to estimate range?
Jun
30
answered How does Kalman Filter provide information regarding the accuracy of the current estimate?