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Robot_localization ekf vs ukf process noise

asked 2016-12-05 11:43:45 -0500

b2256 gravatar image

Attempting to compare results from both ekf and ukf (ubuntu, indigo). Would one expect to use the same process noise covariance matrix for both? Thanks

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answered 2016-12-19 03:45:37 -0500

Tom Moore gravatar image

Both filters use the same process noise covariance matrix parameter. However, I'm guessing what you're asking is whether the output estimate error covariance matrices would be the same for the UKF and EKF. I've never done any analysis, but I would expect them to be similar, but certainly not identical. They use different methods for projecting the state and error covariance matrices forward during prediction.

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Thank you Tom. That verifies my assumptions. Still tuning Q matrix and hoped that effort would apply to both ekf and ukf. Regards.

b2256 gravatar image b2256  ( 2016-12-21 13:57:40 -0500 )edit

I'd say that if you use the same process_noise_covariance for both/either, then that ought to work.

Tom Moore gravatar image Tom Moore  ( 2017-01-04 02:38:12 -0500 )edit

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Asked: 2016-12-05 11:43:45 -0500

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Last updated: Dec 19 '16