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Extended Kalman Filter Tracking Object in 3-D

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Using Kalman filter to track object in 3D. Comparing Extended Kalman filter to its linear version.

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Assume that we want to track an object moving in 3-D space with constant velocity. Our instruments observe bearing, range and high(cylindrical coordinates). However, of an interest are rectangular coordinates. Since transformation is non-linear this requires use of extended Kalman filter.
Because transformation is non-linear between X,Y and Range,Bearing and linear between Z and high(Z is height), this problems serves as a good comparason of how well extended Kalman filter can perform. By comparing its linear estimation error in Z to non-linear estimations in X and Y, we can judge how non-familiarities effect estimation.

Comments and Ratings (12)

Hien Pham

Your work is very helpful

Ahsan

Ahsan (view profile)

I give the X(:,1)=MAT(1,:)' as actual initial condition, where MAT is the matrix of [501x6] and i'm confusing about initial observation `Z` and assumed initial condition `Xh`

Ahsan

Ahsan (view profile)

The value of Z is unused from argument in proccesANDobserve and Jacobian function.

Ahsan

Ahsan (view profile)

I know this is the observation vector, I edited a bit of your code for my purpose, but it crosses the actual trajectory and calculating in its opposite way. I have a matrix `MAT` of [501x6] having 1:3 for position and 4:6 for velocities, How can I set the initial observation vector and also what other initial assumptions would be set?

Alex Dytso

Alex Dytso (view profile)

'Z' Stands for the observation vector and it is used in number of places for example when you compute quantity called innovation.

Ahsan

Ahsan (view profile)

Hello, I didn't understand the Use of `Z` as this is unused in your code. Its always calculating but didn't use the initial array.

yatie SUAIB

ok,thank you very much

Alex Dytso

Alex Dytso (view profile)

yatie SUAIB

Hi Alex
Do you have the article/journal paper that you are referring to in order to write these Matlab codes?

Alex Dytso

Alex Dytso (view profile)

In order to convert to 2-D you just have to change the appropriate dimensions of matrices. You can also use the code as is and ignore one of the outputs.

Atef

Atef (view profile)

please how apply this code for 2-D ?

W. Chong

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