ROS Answers: Open Source Q&A Forum - RSS feedhttps://answers.ros.org/questions/Open source question and answer forum written in Python and DjangoenROS Answers is licensed under Creative Commons Attribution 3.0Fri, 18 Nov 2016 16:42:09 -0600Kalman: different equations for same stateshttps://answers.ros.org/question/246632/kalman-different-equations-for-same-states/ Hi guys :)
I've got a very theoretical Kalman-filter-related question that and I hope that someone has an idea how to solve this:
**How is it possible to use 'different' state equations for the same states?**
In detail: I have an RC-car and I can use a Kalman filter to fuse GPS and IMU data to an estimate of position, velocity and heading. However, the basic Kalman-equations do not account for the car dynamics! Instead, they only integrate IMU acceleration and find an optimal estimate together with orientation and GPS.
Since I know the car's dynamics (e.g. it can only move longitudinally) I would like to use this information as well. Problem: I'm getting multiple equations for the same states.
It would be awesome if you have any ideas! I can't be the only one dealing with this issue but I can't find anything about it in literature.
Please also let me know if my problem is not clear enough and I'll be glad to give some more information.
Thank you very much in advance for any help!Thu, 27 Oct 2016 23:02:35 -0500https://answers.ros.org/question/246632/kalman-different-equations-for-same-states/Comment by tfoote for <p>Hi guys :)</p>
<p>I've got a very theoretical Kalman-filter-related question that and I hope that someone has an idea how to solve this:
<strong>How is it possible to use 'different' state equations for the same states?</strong></p>
<p>In detail: I have an RC-car and I can use a Kalman filter to fuse GPS and IMU data to an estimate of position, velocity and heading. However, the basic Kalman-equations do not account for the car dynamics! Instead, they only integrate IMU acceleration and find an optimal estimate together with orientation and GPS.
Since I know the car's dynamics (e.g. it can only move longitudinally) I would like to use this information as well. Problem: I'm getting multiple equations for the same states.</p>
<p>It would be awesome if you have any ideas! I can't be the only one dealing with this issue but I can't find anything about it in literature.
Please also let me know if my problem is not clear enough and I'll be glad to give some more information.</p>
<p>Thank you very much in advance for any help!</p>
https://answers.ros.org/question/246632/kalman-different-equations-for-same-states/?comment=246762#post-id-246762This is not ROS releated. Please ask it on a more general purpose forum.Sat, 29 Oct 2016 18:29:06 -0500https://answers.ros.org/question/246632/kalman-different-equations-for-same-states/?comment=246762#post-id-246762Answer by Saurav Agarwal for <p>Hi guys :)</p>
<p>I've got a very theoretical Kalman-filter-related question that and I hope that someone has an idea how to solve this:
<strong>How is it possible to use 'different' state equations for the same states?</strong></p>
<p>In detail: I have an RC-car and I can use a Kalman filter to fuse GPS and IMU data to an estimate of position, velocity and heading. However, the basic Kalman-equations do not account for the car dynamics! Instead, they only integrate IMU acceleration and find an optimal estimate together with orientation and GPS.
Since I know the car's dynamics (e.g. it can only move longitudinally) I would like to use this information as well. Problem: I'm getting multiple equations for the same states.</p>
<p>It would be awesome if you have any ideas! I can't be the only one dealing with this issue but I can't find anything about it in literature.
Please also let me know if my problem is not clear enough and I'll be glad to give some more information.</p>
<p>Thank you very much in advance for any help!</p>
https://answers.ros.org/question/246632/kalman-different-equations-for-same-states/?answer=246634#post-id-246634Short answer would be that you cannot have multiple governing equations for your system dynamics. My suggestions is to simplify your dynamics, propagate your system model using only the longitudinal acceleration sensor value from your IMU. The rest of your state can be constrained and you can simply propagate them at each time-step with no change.Thu, 27 Oct 2016 23:35:18 -0500https://answers.ros.org/question/246632/kalman-different-equations-for-same-states/?answer=246634#post-id-246634Comment by maxb for <p>Short answer would be that you cannot have multiple governing equations for your system dynamics. My suggestions is to simplify your dynamics, propagate your system model using only the longitudinal acceleration sensor value from your IMU. The rest of your state can be constrained and you can simply propagate them at each time-step with no change.</p>
https://answers.ros.org/question/246632/kalman-different-equations-for-same-states/?comment=248195#post-id-248195Thank you for your answer! I've spent some more time on going through Kalman theories and I think I understand it now. There are actually ways to combine different models (by weighting them differently) but they normally yield systems that are more difficult to understand.Tue, 15 Nov 2016 16:29:32 -0600https://answers.ros.org/question/246632/kalman-different-equations-for-same-states/?comment=248195#post-id-248195Comment by Saurav Agarwal for <p>Short answer would be that you cannot have multiple governing equations for your system dynamics. My suggestions is to simplify your dynamics, propagate your system model using only the longitudinal acceleration sensor value from your IMU. The rest of your state can be constrained and you can simply propagate them at each time-step with no change.</p>
https://answers.ros.org/question/246632/kalman-different-equations-for-same-states/?comment=248414#post-id-248414No problem! Would you mind sharing where you read this? I'm interested in learning more about weighted models in Kalman filtering :) Did you by any chance mean multi-modal Kalman filters a.k.a Gaussian Mixture models?Fri, 18 Nov 2016 16:42:09 -0600https://answers.ros.org/question/246632/kalman-different-equations-for-same-states/?comment=248414#post-id-248414