Kalman Filtering

2 Phases

  • Update and predict
  • Prediction - make estimates about the state
  • Bk - represents how much each param (LLA) is expected to change
  • Signa is uncertainty about your position
  • Control inputs - any additional variables that can affect the state variables
    • state variables - e.g. lat lon alt – the variables you want to measure
  • state transition matrix - represents how the state variables change at each iteration.
    • e.g. you would have delta t to represent the change in position relative to velocity

Parameters

q

process noise

  • too small of a q leads to causes a lag error
  • too high q leads to noisy estimations

Definition