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extended Kalman Filter(EKF) for GPS

version 1.5 (16 KB) by

An easy-to-implement function of the Extended Kalman Filtering with a GPS positioning example

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This zip file contains a brief illustration of principles and algorithms of both the Extended Kalman Filtering (EKF) and the Global Position System (GPS). It is designed to provide a relatively easy-to-implement EKF. It also serves as a brief introduction to the Kalman Filtering algorithms for GPS. In the example for the EKF, we provide the raw data and solution for GPS positioning using both EKF and the Least Square method.
See readme.txt for more details.

Comments and Ratings (21)

yue yang

Hi all/You Chong,

This example is having three states . what does it mean? can some body please eloberate.
I found X1 state is becoming x2 .x2 state is becoming x3 and X3 is depending on both X1,x2 and X3 states.

considering accelerometer output, it gives the position values of x,y,z .does it mean accelerometer has three states?

If some body answers they receive a great grattitude from my side.

Thanks

Candy hou

Dear You Chong,

would you help me please? I have downloaded your code (EKF). I am new in this field.
I have a GPS receiver. But How can I get ephemeris data?

How can I get position of the satellite(Xs), clock bias of receiver (b), and pseudorange measurement noise modeled (v).

I am waiting for your kind response.

@ Simon Levy
How can I get ephemeris data?
How can I get position of the satellite(Xs), clock bias of receiver (b), and pseudorange measurement noise modeled (v).

How can I get position of the satellite(Xs), clock bias of receiver (b), and pseudorange measurement noise modeled (v).

I am waiting for your kind response.

Yunlong Zhang

Simon Levy

Clearest implementation of the EKF I have ever seen, in any language! Bravo, You Chong: our community owes you a big debt of gratitude for this.

Andreas

Maher

Maher (view profile)

is it possible to use this code for finding the carrier phase and the code phase of the GPS signal (tracking the phase of the GPS like a PLL ). thanks

Pawel

Pawel (view profile)

if anyone knows how to replace the ordinary Kalman filter EKF. This applies to the program. What should be changed in order to improve work with Filter Kalman? I know that a matrix H just do not know how.

omid salimi

elham

elham (view profile)

not bad!

omid salimi

Pawel

Pawel (view profile)

Does anyone else have similar applications for DR / GPS? I mean for example the position of a vehicle using GPS which will cooperate with the DR and the results will be the processing of a Kalman filter

mahdis

mahdis (view profile)

yu

yu (view profile)

You Chong

You Chong (view profile)

  • 1 file
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For the references to EKF/GPS:
I would recommend the following two books [1][2] for learning KF/EKF. Especially, the last chapter of [1] provides an introduction to applying EKF to GPS. You can also check out [3] to see if there is anything helpful. [4] addresses some more advanced topics.

[1] R. G. Brown and P. Y. C. Gwang, Introduction to Random Signals and
Applied Kalman Filtering, 3rd ed. New York: Wiley, 1997.
[2] Y. Bar-Shalom, X. R. Li and T. Kirubarajan, Estimation with Applications
to Tracking and Navigation, Wiley Interscience, 2001.
[3] http://www.cs.unc.edu/~welch/kalman/
[4] X.R.Li, Survey of maneuvering target tracking, Part I-V.

Please leave a message here if you have any other good references, so that I and every people can learn from you.

Ming Jin

It's very useful. But it's better if providing a Ref. paper.

giometar

Kiselev

normal

Updates

1.5

Forgot to upload the new code in the last update.

1.3

Rewrote EKF using function handle.

1.2

The scale of Y-axis is changed to make it clearer

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