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 Filtering: Fundamentals 6

Kalman Filtering: Fundamentals 7

Kalman Filtering: Fundamentals 8

Kalman Filtering: Fundamentals 9

Kalman Filtering: Formulations 10

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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 13

Estimation Problem 14

Scalar State/Observation Kalman Filtering 15

Kalman Filtering: Scalar State/Observation 16

Kalman Filtering: Scalar State/Observation -- Observations 17

Kalman Filtering: Vector State / Scalar Observation 18

Kalman Filtering: Vector State / Vector Observation 19

Kalman Filtering: Properties 20

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