EKF model&realization
REF: https://pythonrobotics.readthedocs.io/en/latest/modules/localization.html#unscented-kalman-filter-localization
Filter design
In this simulation, the robot has a state vector includes 4 states at time .
x, y are a 2D x-y position, is orientation, and v is velocity.
In the code, "xEst" means the state vector. code
And, is covariace matrix of the state,
is covariance matrix of process noise,
is covariance matrix of observation noise at time
The robot has a speed sensor and a gyro sensor.
So, the input vecor can be used as each time step
Also, the robot has a GNSS sensor, it means that the robot can observe x-y position at each time.
The input and observation vector includes sensor noise.
In the code, "observation" function generates the input and observation vector with noise code
Motion Model
The robot model is
So, the motion model is
where
is a time interval.
This is implemented at code
Its Jacobian matrix is
Observation Model
The robot can get x-y position infomation from GPS.
So GPS Observation model is
where
Its Jacobian matrix is
Extented Kalman Filter
Localization process using Extendted Kalman Filter:EKF is
=== Predict ===
=== Update ===
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