Filter Kalman
- TheRoslyak
- Topic Author
- Offline
- Elite Member
- Posts: 237
- Thank you received: 37
Now I have input and output is same. (With default parametres)
Please Log in or Create an account to join the conversation.
Please Log in or Create an account to join the conversation.
Please Log in or Create an account to join the conversation.
Please Log in or Create an account to join the conversation.
github.com/LinuxCNC/linuxcnc/blob/master...s/filter_kalman.comp
What you describe is the behaviour with passthrough = true, but it should default to false.
Please Log in or Create an account to join the conversation.
- TheRoslyak
- Topic Author
- Offline
- Elite Member
- Posts: 237
- Thank you received: 37
I meant how to correctly configure "filter-kalman.N.Rk" and "filter-kalman.N.Qk"
Please Log in or Create an account to join the conversation.
The kalman filter component is based on this code:
github.com/LinuxCNC/linuxcnc/blob/master...s/filter_kalman.comp
Regarding the estimation of Qk and Rk you are pointed to this:
en.wikipedia.org/wiki/Kalman_filter#Esti...ovariances_Qk_and_Rk
One practical approach to do this is the autocovariance least-squares (ALS) technique that uses the time-lagged autocovariances of routine operating data to estimate the covariances. The GNU Octave and Matlab code used to calculate the noise covariance matrices using the ALS technique is available online under the GNU General Public License .
Please Log in or Create an account to join the conversation.