# Questions tagged [kalman-filter]

For questions about Kalman filter.

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### An Explanation of the Kalman Filter

In the past 3 months, I've been trying to understand the Kalman Filter. I have tried to implement it, I have watched YouTube tutorials, and I have read some papers about it and its operation (update, ...
2answers
1k views

### What is the difference between optimal control and robust control?

What is the difference between optimal control and robust control? I know that Optimal Control have the controllers: LQR - State feedback controller LQG - State feedback observer controller LQGI - ...
2answers
3k views

### Scaling factor and weights in Unscented Transform (UKF)

I'm trying to implement the UKF for parameter estimation as described by Eric A. Wan and Rudolph van der Merwe in Chapter 7 of the Kalman Filtering and Neural Networks book: Free PDF I am confused by ...
2answers
9k views

### How to estimate variances for Kalman filter from real sensor measurements without underestimating process noise.

As the title says, I want to estimate the variances needed for a Kalman filter from real sensor measurements only. For example we can take a temperature sensor, but the solution shall be as ...
1answer
588 views

### Kalman filtering correlated measurements

I would like to run a Kalman filter over a set of measurements which may (will) be correlated. Essentially, each new measurement contains (say) 90% of the same information from the previous ...
2answers
2k views

1answer
14k views

### Kalman Filter to determine position and attitude from 6DOF IMU (accelerometer + gyroscope)

I'm going to describe the problem I'm trying to solve and walk through what I understand so far about the Kalman Filter. I have an IMU which gives me the following measurements every time interval t: ...
4answers
256 views

### In what ways is a Kalman-filter a filter?

In what ways is a Kalman filter a filter? I think about a filter like a system that takes an input signal and outputs a signal with certain missing components from the input. With this understanding ...
2answers
845 views

### What is the significance of multiplying 2 Gaussian PDFs?

I've been reading on Kalman Filter and came across the following statement: The best estimate we can make of the location is achieved by multiplying the 2 corresponding PDFs together. But I don't ...
1answer
184 views

### Kalman Filter constant steady state value

Without explaining you the details of my problem I would like to ask you a theoretical question. I think I know the answer but I would like to be sure. I have a set of $n$ agents moving in 3D space. ...
4answers
3k views

### Kalman filter with missing measurement inputs

I am a newby to Kalmar filters, but after some study, I think I understand how it works now. For my application, I need a Kalmar filter that combines the measurement input from two sources. In the ...
1answer
329 views

0answers
136 views

### Example of Kalman filter with irregular time steps/weights to observations

I am trying to find a Kalman filter implementation which does not make the assumption that each observation is equally spaced and of equal weight. In particular, I have measurements of a process ...
0answers
59 views

### Conditional distribution [closed]

I am trying to figure out the derivation of Kalman filter based on Bayesian estimator. As we know, the assumption of Gauss-Markov model is used, then, the conditional distribution p(x(t)|Y(t-1))can be ...
0answers
237 views

### Why is a Complementary Filter a Good Approximation?

Can someone help me understand what the full expression for the original complementary filter should be and why the one proposed by Colton is a good approximation? Context: Having found some ...
0answers
340 views