Christoph Pfister

 

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kalman filter extended

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18 Sep 2006		Kalman Filter Tutorial Extended Kalman Filter Tutorial Author: Jose Manuel Rodriguez	demo, kalman filter extende..., filter analysis, tutorial, filter design, sinus wave	226	26	3.81818 3.8 | 22 ratings

Files Matching Christoph's Watch List					1 - 1 of 1
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12 Oct 2005		Learning the Kalman Filter Basic Kalman filter, heavily commented, for beginners to Kalman filtering. Author: Michael Kleder	basic kalman filter, kalman filter, discrete filter, linear, imtransform, filter analysis	659	87	4.4375 4.4 | 81 ratings

Comments and Ratings Matching Christoph's Watch List			1-5 of 119
Date	File	Comment by	Comments	Rating
05 Aug 2011	Learning the Kalman Filter Basic Kalman filter, heavily commented, for beginners to Kalman filtering.	greg	Nicely documented. As a practicing engineer I would never use the implementation shown. This is the standard covariance form of the Kalman filter. In operation the statement s.P = s.P - K*s.H*s.P; causes significant issues. s.P needs to always be positive definite but with rounding this will tend to violate this assmption making the Kalman filter 'blow up' over time or with poorly conditioned data. The alternative is to process in the square root domain where the P matrix is expressed as a P=Psr'*Psr. Therefore the resuting matrix must always be positive definite and does not have this issue. An added advantage is the precision is doubled processing in this domain and can be similar to the input data resolution rather than 2x the number of bits to provide comparable precision. For more information see 'Linear estimation' Kailath, Sayed, Hassibi or 'adaptive filter thoery' Haykin IMHO one should always to filtering in the SR domain. There are also advantages of processing with separated real/imag data rather then complex if the underling data is complex.	Comment only
22 Jul 2011	Learning the Kalman Filter Basic Kalman filter, heavily commented, for beginners to Kalman filtering.	prokash paul	nice doc	5
16 Jul 2011	Learning the Kalman Filter Basic Kalman filter, heavily commented, for beginners to Kalman filtering.	lotfi	good !	Comment only
27 Jun 2011	Learning the Kalman Filter Basic Kalman filter, heavily commented, for beginners to Kalman filtering.	Edgar lobachevskiy	excellent!! Thank you!!	5
02 Jun 2011	Learning the Kalman Filter Basic Kalman filter, heavily commented, for beginners to Kalman filtering.	Liu Kefeng	thank you very much!	5