kalman filter for idiots

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xchip November 7, 2009 at 5:53am

What are the dynamics and measurement equations you are using to feed this filter?
dp March 27, 2009 at 7:33am

I have writen the Kalman filter codes in C on my MCU LPC2114 ,but it seems that my MCU is not strong enough to run the codes. My 12 states SINS/GPS integration system can not work correctly, and the time the filter costs is too long.
Has any body ever did the same work?
Wim De Wilde December 19, 2008 at 11:03am

I don't see the point of using a Kalman filter if you assume the noise variances to be constant. The Kalman gain coefficients K_0 and K_1 converge to constant values in this case, since they don't depend on any measurement. So instead you can reduce the filter of the (matlab-) example to :

x_angle(i) = x_angle(i) + dt*(gyro_angle(i-1)-x_bias(i-1));
y(i) = acc_angle(i)-x_angle(i);
x_angle(i+1) = x_angle(i)+0.0233*y(i);
x_bias(i+1) = x_bias(i)-0.0209*y(i);

You omit all P-stuff and the CPU intensive divisions by S that way. Moreover the gain doesn't need to converge.
I think Kalman filtering is only useful in this context if the variances are continuously monitored and evolving over time (for example, R_angle could be increased during accelerations, turns or at resonance frequencies of the engine). But this isn't that easy.
Mathias December 16, 2008 at 3:52pm

So I believe the title of this post aptly applies to me!! I pirated your code and matlab'ed it and let me say, WOW! So, what's the next step from here? I suppose that it is not as simple as running two independent loops for pitch and roll. Any further advice on how to proceed?
Sergio O. December 10, 2008 at 9:05pm

Hi!!, i implement this code in the Mc and i mounted on the airplane.... the x axis of the accelerometer is pointing to the airplane nose so... when the airplane starts to run the angle drifts as the ariplane accelerate... can i solve this problem with kalman filter o what i shoul use....

Pls!!! Help!!!

Thks.
T3

Krzysztof Bosak December 4, 2008 at 7:18am

Q_angle and Q_gyro are inverse of standard deviation?
R_angle is convergence factor, the smaller - the faster we converge from gyro towards accelerometer angle?
I see no problems for it to work with degrees... right?
3D Robotics

Chris Anderson December 2, 2008 at 3:02pm

Very nice. Can you define the variables for us?

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kalman filter for idiots

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