SLIDE 1
Kalman Filtering
- Tracking
- Predicting
- Denoising
2
ECE 516: Adaptive Digital Filters Lecture 8 (Kalman Filtering) - - PowerPoint PPT Presentation
ECE 516: Adaptive Digital Filters Lecture 8 (Kalman Filtering) - - PowerPoint PPT Presentation
ECE 516: Adaptive Digital Filters Lecture 8 (Kalman Filtering) Mojtaba Soltanalian Kalman Filtering - Tracking - Predicting - Denoising 2 Kalman Filtering: Fundamentals 3 We already know 4 Kalman Filtering: Fundamentals 5 Kalman
SLIDE 2
SLIDE 3
3
Kalman Filtering: Fundamentals
SLIDE 4
We already know…
4
SLIDE 5
Kalman Filtering: Fundamentals
5
SLIDE 6
Kalman Filtering: Fundamentals
6
SLIDE 7
Kalman Filtering: Fundamentals
7
SLIDE 8
Kalman Filtering: Fundamentals
8
SLIDE 9
Kalman Filtering: Fundamentals
9
SLIDE 10
10
Kalman Filtering: Formulations
SLIDE 11
11
SLIDE 12
12
SLIDE 13
13 Understanding Kalman Filters-- An Optimal State Estimator: https://www.youtube.com/watch?v=ul3u2yLPwU0 Understanding Kalman Filters-- Optimal State Estimator Algorithm: https://www.youtube.com/watch?v=VFXf1lIZ3p8 Kalman Filtering (MATLAB Function & Case Study): https://www.mathworks.com/help/control/ug/kalman-filtering.html
SLIDE 14
Estimation Problem
14
SLIDE 15
Scalar State/Observation Kalman Filtering
15
SLIDE 16
Kalman Filtering: Scalar State/Observation
16
SLIDE 17
Kalman Filtering: Scalar State/Observation
- - Observations
17
SLIDE 18
Kalman Filtering: Vector State / Scalar Observation
18
SLIDE 19
Kalman Filtering: Vector State / Vector Observation
19
SLIDE 20
Kalman Filtering: Properties
20
SLIDE 21
Kalman Filtering: Examples
- Ball Tracker and Predictor for Juggling!
https://www.youtube.com/watch?v=O4fVQKigutk
- Pedestrian tracking:
https://www.youtube.com/watch?v=-ahC2mn-RrQ
- Sensor fusion for quadcopters:
https://www.youtube.com/watch?v=nNWWLJZRxAU
21