Showing posts with label autopilot. Show all posts
Showing posts with label autopilot. Show all posts

Thursday, May 17, 2012

KALMAN FILTER WITHOUT TEARS

G R Mohan | 12:05 AM | | | | | Best Blogger Tips

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ne of the greatest theories postulated in the twentieth century is the Kalman Filter. It is not actually a filter, but a mathematical estimator, which uses a series of measurements observed over a period of time consisting of random variations ( noise) and other inaccuracies and produces estimates that tend to be more precise than what would be based on a single measurement.
The Kalman filter has numerous applications in technology. A common application is for guidance, navigation and control of vehicles, particularly aircraft and spacecraft.
Take for example the readings from a GPS receiver or the outputs of an IRS. The outputs are not always predictable and contain some errors which may be classified as random and systemic. The simplest solution that comes to mind is to take average of a series of consequent samples. This simple approach doesn’t work for most problems. We need a more sophisticated approach.