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  • Why do we need to estimate the true position in Kalman filters?

    - by Kalla
    I am following a probably well-known tutorial about Kalman filter here From these lines of code: figure; plot(t,pos, t,posmeas, t,poshat); grid; xlabel('Time (sec)'); ylabel('Position (feet)'); title('Figure 1 - Vehicle Position (True, Measured, and Estimated)') I understand that x is the true position, y is measured position, xhat is estimated position. Then, if we can compute x (this code: x = a * x + b * u + ProcessNoise;), why do we need to estimated x anymore?

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  • O'Reilly book clarification on 2d linear system

    - by Eric
    The Oreilly book "Learning openCV" states at page 356 : Quote Before we get totally lost, let’s consider a particular realistic situation of taking measurements on a car driving in a parking lot. We might imagine that the state of the car could be summarized by two position variables, x and y, and two velocities, vx and vy. These four variables would be the elements of the state vector xk. Th is suggests that the correct form for F is: x = [ x; y; vx; vy; ]k F = [ 1, 0, dt, 0; 0, 1, 0, dt; 0, 0, 1, 0; 0, 0, 0, 1; ] It seems natural to put 'dt' just there in the F matrix but I just don't get why. What if I have a n states system, how would I spray some "dt" in the F matrix?

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  • Notepad Merge 2 lines into 1 line

    - by Kalman Mettler
    Sorry for my rough English, I try to visualize my question. I have two lists of words, one per line, each list in a separate file: File 1: white fehér green zöld red piros File 2: white blanco green verde red roja I need to combine these lists, removing any duplicates and create a new file containing the following: fehér blanco zöld verde piros roja I am a newbie with Notepad++ and can't work out this problem.

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  • Particle trajectory smoothing: where to do the simulation?

    - by nkint
    I have a particle system in which I have particles that are moving to a target and the new targets are received via network. The list of new target are some noisy coordinates of a moving target stored in the server that I want to smooth in the client. For doing the smoothing and the particle I wrote a simple particle engine with standard euler integration model. So, my pseudo code is something like that: # pseudo code class Particle: def update(): # do euler motion model integration: # if the distance to the target is more than a limit # add a new force to the accelleration # seeking the target, # and add the accelleration to velocity # and velocity to the position positionHistory.push_back(position); if history.length > historySize : history.pop_front() class ParticleEngine: particleById = dict() # an associative array # where the keys are the id # and particle istances are sotred as values # this method is called each time a new tcp packet is received and parsed def setNetTarget(int id, Vec2D new_target): particleById[id].setNewTarget(new_target) # this method is called each new frame def draw(): for p in particleById.values: p.update() beginVertex(LINE_STRIP) for v in p.positionHistory: vertex(v.x, v.y) endVertex() The new target that are arriving are noisy but setting some accelleration/velocity parameters let the particle to have a smoothed trajectories. But if a particle trajectory is a circle after a while the particle position converge to the center (a normal behaviour of euler integration model). So I decided to change the simulation and use some other interpolation (spline?) or smooth method (kalman filter?) between the targets. Something like: switch( INTERPOLATION_MODEL ): case EULER_MOTION: ... case HERMITE_INTERPOLATION: ... case SPLINE_INTERPOLATION: ... case KALMAN_FILTER_SMOOTHING: ... Now my question: where to write the motion simulation / trajectory interpolation? In the Particle? So I will have some Particle subclass like ParticleEuler, ParticleSpline, ParticleKalman, etc..? Or in the particle engine?

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  • Filtering accelerometer data noise

    - by Faiz
    Hi How do I filter noise of the accelerometer data in Android? I would like to create a high-pass filter for my sample data so that I could eliminate low frequency components and focus on the high frequency components. I have read that Kalman filter might be the best candidate for this, but how do I integrate or use this method in my application which will mostly written in Android Java? or can it be done in the first place? or through Android NDK? Is there by any chance that this can be done in real-time? Any idea will be much appreciated. Thank you!

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  • Matlab code works with one version but not the other

    - by user1325655
    I have a code that works in Matlab version R2010a but shows errors in matlab R2008a. I am trying to implement a self organizing fuzzy neural network with extended kalman filter. I have the code running but it only works in matlab version R2010a. It doesn't work with other versions. Any help? Code attach function [ c, sigma , W_output ] = SOFNN( X, d, Kd ) %SOFNN Self-Organizing Fuzzy Neural Networks %Input Parameters % X(r,n) - rth traning data from nth observation % d(n) - the desired output of the network (must be a row vector) % Kd(r) - predefined distance threshold for the rth input %Output Parameters % c(IndexInputVariable,IndexNeuron) % sigma(IndexInputVariable,IndexNeuron) % W_output is a vector %Setting up Parameters for SOFNN SigmaZero=4; delta=0.12; threshold=0.1354; k_sigma=1.12; %For more accurate results uncomment the following %format long; %Implementation of a SOFNN model [size_R,size_N]=size(X); %size_R - the number of input variables c=[]; sigma=[]; W_output=[]; u=0; % the number of neurons in the structure Q=[]; O=[]; Psi=[]; for n=1:size_N x=X(:,n); if u==0 % No neuron in the structure? c=x; sigma=SigmaZero*ones(size_R,1); u=1; Psi=GetMePsi(X,c,sigma); [Q,O] = UpdateStructure(X,Psi,d); pT_n=GetMeGreatPsi(x,Psi(n,:))'; else [Q,O,pT_n] = UpdateStructureRecursively(X,Psi,Q,O,d,n); end; KeepSpinning=true; while KeepSpinning %Calculate the error and if-part criteria ae=abs(d(n)-pT_n*O); %approximation error [phi,~]=GetMePhi(x,c,sigma); [maxphi,maxindex]=max(phi); % maxindex refers to the neuron's index if ae>delta if maxphi<threshold %enlarge width [minsigma,minindex]=min(sigma(:,maxindex)); sigma(minindex,maxindex)=k_sigma*minsigma; Psi=GetMePsi(X,c,sigma); [Q,O] = UpdateStructure(X,Psi,d); pT_n=GetMeGreatPsi(x,Psi(n,:))'; else %Add a new neuron and update structure ctemp=[]; sigmatemp=[]; dist=0; for r=1:size_R dist=abs(x(r)-c(r,1)); distIndex=1; for j=2:u if abs(x(r)-c(r,j))<dist distIndex=j; dist=abs(x(r)-c(r,j)); end; end; if dist<=Kd(r) ctemp=[ctemp; c(r,distIndex)]; sigmatemp=[sigmatemp ; sigma(r,distIndex)]; else ctemp=[ctemp; x(r)]; sigmatemp=[sigmatemp ; dist]; end; end; c=[c ctemp]; sigma=[sigma sigmatemp]; Psi=GetMePsi(X,c,sigma); [Q,O] = UpdateStructure(X,Psi,d); KeepSpinning=false; u=u+1; end; else if maxphi<threshold %enlarge width [minsigma,minindex]=min(sigma(:,maxindex)); sigma(minindex,maxindex)=k_sigma*minsigma; Psi=GetMePsi(X,c,sigma); [Q,O] = UpdateStructure(X,Psi,d); pT_n=GetMeGreatPsi(x,Psi(n,:))'; else %Do nothing and exit the while KeepSpinning=false; end; end; end; end; W_output=O; end function [Q_next, O_next,pT_n] = UpdateStructureRecursively(X,Psi,Q,O,d,n) %O=O(t-1) O_next=O(t) p_n=GetMeGreatPsi(X(:,n),Psi(n,:)); pT_n=p_n'; ee=abs(d(n)-pT_n*O); %|e(t)| temp=1+pT_n*Q*p_n; ae=abs(ee/temp); if ee>=ae L=Q*p_n*(temp)^(-1); Q_next=(eye(length(Q))-L*pT_n)*Q; O_next=O + L*ee; else Q_next=eye(length(Q))*Q; O_next=O; end; end function [ Q , O ] = UpdateStructure(X,Psi,d) GreatPsiBig = GetMeGreatPsi(X,Psi); %M=u*(r+1) %n - the number of observations [M,~]=size(GreatPsiBig); %Others Ways of getting Q=[P^T(t)*P(t)]^-1 %************************************************************************** %opts.SYM = true; %Q = linsolve(GreatPsiBig*GreatPsiBig',eye(M),opts); % %Q = inv(GreatPsiBig*GreatPsiBig'); %Q = pinv(GreatPsiBig*GreatPsiBig'); %************************************************************************** Y=GreatPsiBig\eye(M); Q=GreatPsiBig'\Y; O=Q*GreatPsiBig*d'; end %This function works too with x % (X=X and Psi is a Matrix) - Gets you the whole GreatPsi % (X=x and Psi is the row related to x) - Gets you just the column related with the observation function [GreatPsi] = GetMeGreatPsi(X,Psi) %Psi - In a row you go through the neurons and in a column you go through number of %observations **** Psi(#obs,IndexNeuron) **** GreatPsi=[]; [N,U]=size(Psi); for n=1:N x=X(:,n); GreatPsiCol=[]; for u=1:U GreatPsiCol=[ GreatPsiCol ; Psi(n,u)*[1; x] ]; end; GreatPsi=[GreatPsi GreatPsiCol]; end; end function [phi, SumPhi]=GetMePhi(x,c,sigma) [r,u]=size(c); %u - the number of neurons in the structure %r - the number of input variables phi=[]; SumPhi=0; for j=1:u % moving through the neurons S=0; for i=1:r % moving through the input variables S = S + ((x(i) - c(i,j))^2) / (2*sigma(i,j)^2); end; phi = [phi exp(-S)]; SumPhi = SumPhi + phi(j); %phi(u)=exp(-S) end; end %This function works too with x, it will give you the row related to x function [Psi] = GetMePsi(X,c,sigma) [~,u]=size(c); [~,size_N]=size(X); %u - the number of neurons in the structure %size_N - the number of observations Psi=[]; for n=1:size_N [phi, SumPhi]=GetMePhi(X(:,n),c,sigma); PsiTemp=[]; for j=1:u %PsiTemp is a row vector ex: [1 2 3] PsiTemp(j)=phi(j)/SumPhi; end; Psi=[Psi; PsiTemp]; %Psi - In a row you go through the neurons and in a column you go through number of %observations **** Psi(#obs,IndexNeuron) **** end; end

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