https://github.com/fjctp/extended_kalman_filter

Estimate Euler angles with Extended Kalman filter using IMU measurements.
https://github.com/fjctp/extended_kalman_filter

extended-kalman-filter simulink

Last synced: about 2 months ago
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Estimate Euler angles with Extended Kalman filter using IMU measurements.

• Host: GitHub
• URL: https://github.com/fjctp/extended_kalman_filter
• Owner: fjctp
• License: gpl-3.0
• Created: 2020-05-17T00:51:55.000Z (about 5 years ago)
• Default Branch: master
• Last Pushed: 2021-03-28T22:35:42.000Z (about 4 years ago)
• Last Synced: 2025-02-01T23:44:42.978Z (4 months ago)
• Topics: extended-kalman-filter, simulink
• Language: MATLAB
• Homepage:
• Size: 800 KB
• Stars: 1
• Watchers: 2
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# kalman_filter

Implement kalman filter to estimate Euler angles using body angular rate and body acceleration measurements

## Overview

Kalman filter includes two steps: prediction and update. Here are the equations.

#### Predict

![predicted state estimate](https://latex.codecogs.com/gif.latex?x'=Fx+Bu)

![predicted estimate covariance](https://latex.codecogs.com/gif.latex?P=FPF^T+Q)

#### Update

![measurement](https://latex.codecogs.com/gif.latex?y=z-Hx')

![innovation covariance](https://latex.codecogs.com/gif.latex?S=HPH^T+R)

![optimal kalman gain](https://latex.codecogs.com/gif.latex?K=PH^TS^{-1})

![updated state estimate](https://latex.codecogs.com/gif.latex?x=x'+Ky)

![updated estimate covariance](https://latex.codecogs.com/gif.latex?P=(I-KH)P)