Filtro Kalman Extendido

Question

Hola, alguien tiene el codigo del filtro Kalman Extendido o sabe donde puedo encontrarlo? es para una app escrita en c# para uwp, necesito fusionar datos del receptor gnss con la imu. Muchas gracias!

Answer 1

Hello there,

In this is article you will learn the Extended Kalman filter (EKF). The EKF handles nonlinearity by linearizing the system at the point of the current estimate, and then the linear Kalman filter is used to filter this linearized system. It was one of the very first techniques used for nonlinear problems, and it remains the most common technique.

The below article might help you

https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python/blob/master/11-Extended-Kalman-Filters.ipynb

Hope this resolves your Query !!

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