I have data on the position of the drone from a tracker, as well as estimates of velocity and acceleration based on that data from a Kalman filter variant that seem reasonably good.
I am looking to predict (/give a reasonable guess of) the position of the drone multiple seconds in the future, and I am uncertain if the best tactic is to keep estimating jerk, snap, crackle & pop and include them in the computation, or if there is a better method that I am missing.
Any help appreciated.
If you have estimated velocity and position, then pass it to your kalman filter. Then pass the output of kalman filter back to it and in this way loop it over again and again. See what happens. I used this method for 2D prediction and my predicted path improved with increasing number of datasets. Also you may need to tweak your control matrix.
Related
I am currently working on a mission to fuse GNSS and IMU for a more accurate navigation system for autonomous vehicles. I am very familiar with using GNSS to get the accurate position, however I'm a newbie in using IMU sensor. I've read several kinds of literature but am still confused about which better way should I do to remove bias from the accelerometer and gyroscope measurement.
I have 2 kinds of raw measurement data using MPU-9250, they are acceleration data (m/s2) in the x,y, z-axis and angular velocity data (deg/s) also in the x,y, z-axis. I have tried to input these data into my sensor fusion program. Unfortunately, I got unsatisfied with accuracy.. Hence I think firstly I should correcting (removing bias) of raw data IMU, and then the corrected IMU data can be input to my fusion program.
I couldn't find an answer that my brain could understand or fit my situation. Can someone please share some information about this? Can I use a high-pass filter or a low-pass filter in this situation?
I would really appreciate if there is someone could explain in detail to me without using complex math formulas/symbols, I'm not a mathematician and this is one of my problems when looking for information.
Thank you in advance
Accelerometer and Gyroscope have substantial bias usually. You could break the bias down to factors like,
Constant bias
Bias induced by temperature variation.
Bias instability
The static part of bias is easy to subtract out. If the unit starts from level orientation and without any movement, you could take samples for ~1s, average it and subtract it from your readings. Although, this step removes a big chuck of bias, it cannot still fully remove it (due to level not being perfect).
In case you observe that the temperature of IMU die varies during operation (even 5-10 deg matters), note down the bias and temperature (MPU9250 has an inbuilt temperature sensor). Fit a linear or quadratic curve that captures bias against temperature. Later on, use the temperature reading to estimate bias and subtract it out.
Even after implementing 1 and 2, there will still be some stubborn bias left. If the same is used in a fusion algorithm like Kalman filter (that is not formulated to estimate bias, the resulting position and orientation estimates will be biased too).
Bias can be estimated along with important states (like position) using some external reference/sensor like GNSS, Camera.
Complementary filter (low pass + high pass) or a Kalman filter can be formulated for this purpose.
Kalman filter approach:
Good amount of intuition along with some mathematics is needed to use this approach. Basically the work involves formulating prediction & measurement model and then provide rough noise variances for your measurements and prediction. An important thing to understand is that, Kalman filter assumes that the errors follow normal distribution without any bias. So the formulation should deliberately put bias terms as unknown states that should be estimated too (Do not assume that the sensor is bias free in the formulation)..
You could checkout my other answer to gain a detailed understanding of this approach.
Complementary filter approach
Complementary filter is simpler for simpler problems :P
The idea is that we use low pass filter on noisy measurement and high pass filter on biased measurement. Then add them up and call it a day.
Make sure that both the LPF and HPF are complements of each other (Transfer function of HPF should be 1-LPF). Typically first order filters with same time constants are used. Additionally the filter equations have to be converted from continuous laplace domain to discrete form (Read about ZOH, Tustins approximation...).
The final form is scattered around the internet too.
Personally I would use a Kalman filter for this purpose, but complementary filter can be used with same amount of effort. You could do this,
Assume that the body is not accelerating on average in long term (1-10 s or so). Then you could say that the accelerometer measures the direction of gravity in long term relative to the IMU. Then arctan(accy, accz) can be used to obtain an estimate of pitch and roll. But this pitch and roll readings will suffer from substantial noise. Implement a low pass filter on it with time constant ~5 seconds or so. Additionally add the latest pitch/roll with dt*transformationMatrix*gyroscope to get another pitch and roll. But these suffer from bias. Implement a HPF over gyro based Pitch and Roll. Add them together to get Pitch and Roll. Lets call these IMU_PR.
Now forget our original acceleration assumption. accelerometer gives specific force (which is net acceleration - gravity). Since we have Pitch and Roll angles (IMU_PR), we know gravities direction. Add gravity to accel readings to get an estimate of acceleration. Apply proper frame conversion to bring this acceleration to same coordinate frame as GPS (you will need an estimate of Yaw to do so. Fuse a magnetometer with gyroscope for this purpose). Then do vel = vel + acc*dt. Integrate it again to get an estimate of position from IMU. But this will drift due to the bias in accelerometer (and pitch, roll). Implement a high pass filter over this position and low pass filter over GPS position to get a final estimate.
I am using Kinect to get the positions and orientations of each joint, and then I am sending them to Unity. I noticed that there are a lot of "jumps" or fluctuations in the values, for example, sometimes I don't move my hand and in Unity it rotates 180 degrees.
What I want is a good way to smooth this fluctuations. I heard about the Kalman filter and I implement the code written here
http://www.dyadica.co.uk/very-simple-kalman-in-c/
And it is not bad for the positions but for the orientations is not so good... If you know better approaches or a better way to implement Kalman it would be nice.
On the prior firstly you need to check how well your sensor is able to pick up your variations and movements.
If sensor is a good one, Then Kalman filter would be a good way to start with for removing the jitters and other noise. By looking at your code, you have implemented a one dimensional KF which is fine. But in your case your requirements seems to look like you need proper orientations and positions for which you may have to design a multi-dimensional KF(equations in a matrix format to remove noise in multi-dimension). You will get a better understanding of KF by these links
http://www.codeproject.com/Articles/342099/EMGU-Kalman-Filter
http://www.codeproject.com/Articles/865935/Object-Tracking-Kalman-Filter-with-Ease
Try to implement multi dimension KF and see how well your system responds to it. If you are not satisfied with the performance of your system, Then you may have to extend the filter by making some changes. In the recent past there are some other variants of KF that has came into existence which are Extended KF and Unscented KF . Kalman Filter fails in some practical scenarios where
Noise is not Gaussian zero mean
Input signal from the sensor is non-linear(obvious in practical)
In practical scenarios noise is never zero mean and input is not linear. For this purpose the extension of KF has been introduced. You can go through Extended kalman filter and unscented kalman filter which overcomes the above drawbacks. Both the algorithms are improvements of KF which works on practical cases and can be understandable only if you have some idea on KF.
I have been trying to implement a navigation system for a robot that uses an Inertial Measurement Unit (IMU) and camera observations of known landmarks in order to localise itself in its environment. I have chosen the indirect-feedback Kalman Filter (a.k.a. Error-State Kalman Filter, ESKF) to do this. I have also had some success with an Extended KF.
I have read many texts and the two I am using to implement the ESKF are "Quaternion kinematics for the error-state KF" and "A Kalman Filter-based Algorithm for IMU-Camera Calibration" (pay-walled paper, google-able).
I am using the first text because it better describes the structure of the ESKF, and the second because it includes details about the vision measurement model. In my question I will be using the terminology from the first text: 'nominal state', 'error state' and 'true state'; which refer to the IMU integrator, Kalman Filter, and the composition of the two (nominal minus errors).
The diagram below shows the structure of my ESKF implemented in Matlab/Simulink; in case you are not familiar with Simulink I will briefly explain the diagram. The green section is the Nominal State integrator, the blue section is the ESKF, and the red section is the sum of the nominal and error states. The 'RT' blocks are 'Rate Transitions' which can be ignored.
My first question: Is this structure correct?
My second question: How are the error-state equations for the measurement models derived?
In my case I have tried using the measurement model of the second text, but it did not work.
Kind Regards,
Your block diagram combines two indirect methods for bringing IMU data into a KF:
You have an external IMU integrator (in green, labelled "INS", sometimes called the mechanization, and described by you as the "nominal state", but I've also seen it called the "reference state"). This method freely integrates the IMU externally to the KF and is usually chosen so you can do this integration at a different (much higher) rate than the KF predict/update step (the indirect form). Historically I think this was popular because the KF is generally the computationally expensive part.
You have also fed your IMU into the KF block as u, which I am assuming is the "command" input to the KF. This is an alternative to the external integrator. In a direct KF you would treat your IMU data as measurements. In order to do that, the IMU would have to model (position, velocity, and) acceleration and (orientation and) angular velocity: Otherwise there is no possible H such that Hx can produce estimated IMU output terms). If you instead feed your IMU measurements in as a command, your predict step can simply act as an integrator, so you only have to model as far as velocity and orientation.
You should pick only one of those options. I think the second one is easier to understand, but it is closer to a direct Kalman filter, and requires you to predict/update for every IMU sample, rather than at the (I assume) slower camera framerate.
Regarding measurement equations for version (1), in any KF you can only predict things you can know from your state. The KF state in this case is a vector of error terms, and thus you can only predict things like "position error". As a result you need to pre-condition your measurements in z to be position errors. So make your measurement the difference between your "estimated true state" and your position from "noisy camera observations". This exact idea may be represented by the xHat input to the indirect KF. I don't know anything about the MATLAB/Simulink stuff going on there.
Regarding real-world considerations for the summing block (in red) I refer you to another answer about indirect Kalman filters.
Q1) Your SIMULINK model looks to be appropriate. Let me shed some light on quaternion mechanization based KF's which I've worked on for navigation applications.
Since Kalman Filter is an elegant mathematical technique which borrows from the science of stochastics and measurement, it can help you reduce the noise from the system without the need for elaborately modeling the noise.
All KF systems start with some preliminary understanding of the model that you want to make free of noise. The measurements are fed back to evolve the states better (the measurement equation Y = CX). In your case, the states that you are talking about are errors in quartenions which would be the 4 values, dq1, dq2, dq3, dq4.
KF working well in your application would accurately determine the attitude/orientation of the device by controlling the error around the quaternion. The quaternions are spatial orientation of any body, understood using a scalar and a vector, more specifically an angle and an axis.
The error equations that you are talking about are covariances which contribute to Kalman Gain. The covariances denote spread around the mean and they are useful in understanding how the central/ average behavior of the system is changing with time. Low covariances denote less deviation from the mean behavior for any system. As KF cycles run the covariances keep getting smaller.
The Kalman Gain is finally used to compensate for the error between the estimates of the measurements and the actual measurements that are coming in from the camera.
Again, this elegant technique first ensures that the error in the quaternion values converge around zero.
Q2) EKF is a great technique to use as long as you have a non-linear measurement construction technique. Be very careful in using EKF if their are too many transformations in your system, i.e don't try to reconstruct measurements using transformation on your states, this seriously affects the model sanctity and since noise covariances would not undergo similar transformations, there would be a chance of hitting singularity as soon as matrices are non-invertible.
You could look at constant gain KF schemes, which would save you from covariance propagation and save substantial computation effort and time. These techniques are quite new and look very promising. They actively absorb P(error covariance), Q(model noise covariance) and R(measurement noise covariance) and work well with EKF schemes.
My project:
I'm developing a slot car with 3-axis accelerometer and gyroscope, trying to estimate the car pose (x, y, z, yaw, pitch) but I have a big problem with my vibration noise (while the car is running, the gears induce vibration and the track also gets it worse) because the noise takes values between ±4[g] (where g = 9.81 [m/s^2]) for the accelerometers, for example.
I know (because I observe it), the noise is correlated for all of my sensors
In my first attempt, I tried to work it out with a Kalman filter, but it didn't work because values of my state vectors had a really big noise.
EDIT2: In my second attempt I tried a low pass filter before the Kalman filter, but it only slowed down my system and didn't filter the low components of the noise. At this point I realized this noise might be composed of low and high frecuency components.
I was learning about adaptive filters (LMS and RLS) but I realized I don't have a noise signal and if I use one accelerometer signal to filter other axis' accelerometer, I don't get absolute values, so It doesn't work.
EDIT: I'm having problems trying to find some example code for adaptive filters. If anyone knows about something similar, I will be very thankful.
Here is my question:
Does anyone know about a filter or have any idea about how I could fix it and filter my signals correctly?
Thank you so much in advance,
XNor
PD: I apologize for any mistake I could have, english is not my mother tongue
The first thing i would do, would be to run a DFT on the sensor signal and see if there is actually a high and low frequency component of your accelerometer signals.
With a DFT you should be able to determine an optimum cutoff frequency of your lowpass/bandpass filter.
If you have a constant component on the Z axis, there is a chance that you haven't filtered out gravity. Note that if there is a significant pitch or roll this constant can be seen on your X and Y axes as well
Generally pose estimation with an accelerometer is not a good idea as you need to integrate the acceleration signals twice to get a pose. If the signal is noisy you are going to be in trouble already after a couple of seconds if the noise is not 100% evenly distributed between + and -.
If we assume that there is no noise coming from your gears, even the conversion accuracy of the Accelerometer might start to mess up your pose after a couple of minutes.
I would definately use a second sensor, eg a compass/encoder in combination with your mathematical model and combine all your sensor data in a kalmann filter(Sensor fusion).
You might also be able to derive a black box model of your noise by assuming that it is correlated with your motors RPM. (Box-jenkins/Arma/Arima).
I had similar problems with noise with low and high frequencies and I managed to decently remove it without removing good signal too by using an universal microphone shock mount. It does a good job with gyroscope too especially if you find one which fits it (or you can put it in a small case then mount it)
It basically uses elastic strings to remove shocks and vibration.
Have you tried a simple low-pass filter on the data? I'd guess that the vibration frequency is much higher than the frequencies in normal car acceleration data. At least in normal driving. Crashes might be another story...
I've tried to do a fast fourier transform in Matlab of some data taken from an experiment in the windtunnel trying to show the frequency of the velocity variation in a flow, but somehow I keep on getting 0Hz as the main frequency. Anyone has encountered this problem before and knows how to solve it or can explain me a bit better how to do the frequency transform.
Ps: It seems to be doing the fast fourier transform alright, the problem might be when converting the data from imaginary to real values
Help me please!
Thank you!
This is a pretty normal thing to encounter. The 0 Hz component (often referred to as the DC component in analogy to the electrical equivalent) is the constant, non-time-varying component of the data -- it's equivalent to the mean of the data. If you have data that does not have a mean of zero, this is a very normal thing to see.
If you want to, you can calculate the mean and then subtract it from your data series, but this is not really necessary, since it will only change that DC component of the FFT. If you're not interested in the DC component for your purposes, you can simply ignore it.