@@ -7,6 +7,19 @@ Extended Kalman Filter Localization
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88 EKF
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10+ .. code-block :: ipython3
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12+ from IPython.display import Image
13+ Image(filename="ekf.png",width=600)
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17+
18+ .. image :: extended_kalman_filter_localization_files/extended_kalman_filter_localization_1_0.png
19+ :width: 600px
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1023This is a sensor fusion localization with Extended Kalman Filter(EKF).
1124
1225The blue line is true trajectory, the black line is dead reckoning
@@ -17,7 +30,7 @@ is estimated trajectory with EKF.
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1831The red ellipse is estimated covariance ellipse with EKF.
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20- Code; `PythonRobotics/extended_kalman_filter.py at master ·
33+ Code: `PythonRobotics/extended_kalman_filter.py at master ·
2134AtsushiSakai/PythonRobotics <https://github.com/AtsushiSakai/PythonRobotics/blob/master/Localization/extended_kalman_filter/extended_kalman_filter.py> `__
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2336Filter design
@@ -85,12 +98,14 @@ where
8598This is implemented at
8699`code <https://github.com/AtsushiSakai/PythonRobotics/blob/916b4382de090de29f54538b356cef1c811aacce/Localization/extended_kalman_filter/extended_kalman_filter.py#L53-L67 >`__
87100
88- Its Javaobian matrix is
101+ Its Jacobian matrix is
89102
90- :math: `\begin {equation*} J_F= \begin {bmatrix} \frac {dx}{dx}& \frac {dx}{dy} & \frac {dx}{d\phi } & \frac {dx}{dv}\\ \frac {dy}{dx}& \frac {dy}{dy} & \frac {dy}{d\phi } & \frac {dy}{dv}\\ \frac {d\phi }{dx}& \frac {d\phi }{dy} & \frac {d\phi }{d\phi } & \frac {d\phi }{dv}\\ \frac {dv}{dx}& \frac {dv}{dy} & \frac {dv}{d\phi } & \frac {dv}{dv}\\ \end {bmatrix} = \begin {bmatrix} 1 & 0 & -v sin(\phi )dt & cos(\phi )dt\\ 0 & 1 & v cos(\phi )dt & sin(\phi ) dt\\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end {bmatrix} \end {equation*}`
103+ :math: `\begin {equation*} J_F= \begin {bmatrix} \frac {dx}{dx}& \frac {dx}{dy} & \frac {dx}{d\phi } & \frac {dx}{dv}\\ \frac {dy}{dx}& \frac {dy}{dy} & \frac {dy}{d\phi } & \frac {dy}{dv}\\ \frac {d\phi }{dx}& \frac {d\phi }{dy} & \frac {d\phi }{d\phi } & \frac {d\phi }{dv}\\ \frac {dv}{dx}& \frac {dv}{dy} & \frac {dv}{d\phi } & \frac {dv}{dv}\\ \end {bmatrix} \end {equation*}`
104+
105+ :math: `\begin {equation*} = \begin {bmatrix} 1 & 0 & -v sin(\phi )dt & cos(\phi )dt\\ 0 & 1 & v cos(\phi )dt & sin(\phi ) dt\\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end {bmatrix} \end {equation*}`
91106
92107Observation Model
93- =================
108+ ~~~~~~~~~~~~~~~~~
94109
95110The robot can get x-y position infomation from GPS.
96111
@@ -104,10 +119,12 @@ where
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105120Its Jacobian matrix is
106121
107- :math: `\begin {equation*} J_H= \begin {bmatrix} \frac {dx}{dx}& \frac {dx}{dy} & \frac {dx}{d\phi } & \frac {dx}{dv}\\ \frac {dy}{dx}& \frac {dy}{dy} & \frac {dy}{d\phi } & \frac {dy}{dv}\\ \end {bmatrix} = \begin {bmatrix} 1 & 0 & 0 & 0 \\ 0 & 1 & 0 & 0 \\ \end {bmatrix} \end {equation*}`
122+ :math: `\begin {equation*} J_H= \begin {bmatrix} \frac {dx}{dx}& \frac {dx}{dy} & \frac {dx}{d\phi } & \frac {dx}{dv}\\ \frac {dy}{dx}& \frac {dy}{dy} & \frac {dy}{d\phi } & \frac {dy}{dv}\\ \end {bmatrix} \end {equation*}`
123+
124+ :math: `\begin {equation*} = \begin {bmatrix} 1 & 0 & 0 & 0 \\ 0 & 1 & 0 & 0 \\ \end {bmatrix} \end {equation*}`
108125
109126Extented Kalman Filter
110- ======================
127+ ~~~~~~~~~~~~~~~~~~~~~~
111128
112129Localization process using Extendted Kalman Filter:EKF is
113130
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