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卡尔曼滤波入门Kalman Filtering
Filtering is desirable in many situations in engineering and
embedded systems. For example, radio communication signals
are corrupted with noise. A good filtering algorithm can remove
the noise from electromagnetic signals while retaining the useful
information. Another example is power supply voltages.
Uninterruptible power supplies are devices that filter line volt-
ages in order to smooth out undesirable fluctuations that might otherwise
shorten the lifespan of electrical devices such as computers and printers.
The Kalman filter is a tool that can estimate the variables of a wide range
of processes. In mathematical terms we would say that a Kalman filter esti-
mates the states of a linear system. The Kalman filter not only works well in
practice, but it is theoretically attractive because it can be shown that of all
possible filters, it is the one that minimizes the variance of the estimation
error. Kalman filters are often implemented in embedded control systems
because in order to control a process, you first need an accurate estimate
of the process variables.
This article will tell you the basic concepts that you need to know to
design and implement a Kalman filter. I will introduce the Kalman filter
algorithm and we’ll look at the use of this filter to solve a vehicle navigation
problem. In order to control the position of an automated vehicle, we first
must have a reliable estimate of the vehicle’s present position. Kalman fil-
tering provides a tool for obtaining that reliable estimate.
2010-04-29
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