1
Position Estimation in Kalman Filter
Presented By
David Sestak, Zhang zhen bing,
Ahmed Mohamed Reda & Mohamed Freeshah
January, 2018
2
Position Estimation in Kalman Filter
Zhang zhen bing
Presented By
Ahmed Mohamed
Reda
Mohamed Ahmed FreeshahDavid Sestak
3
▪ Introduction
▪ Motivation
▪ Equipment
▪ Methodology
➢ Data source
➢ KF Processing
▪ Results
Project Schedule
4
▪ Precise position estimation is one of the fundamental
technical dependencies in our society today. It has
influenced our lives in countless ways most people do
not think about.
▪ It is used in a variety of applications including:
▪ GNSS (and all its varying applications)
▪ Self driving vehicles
▪ Mobile robots
▪ Internet of Things (IoT) and many others
Introduction
5
▪ Indoor positioning has become an area of increasing
interest utilizing the various signals that our devices
use such as Bluetooth and WiFi.
▪ People spend about 80% of their time indoors, so it is
of great significant to achieve precise indoor position
estimation.
▪ This is why we are using a smartphone, a device
everyone carries, for real time position estimation only
using its inertial sensors.
Motivation
6
▪ Smartphone is a versatile device with many sensors such as:
MEMS, Camera, WiFi, Bluetooth, GPS, etc. , which provides a high
potential for indoor position estimation for many users .
▪ Data source
▪ The HUAWEI P10 smartphone was utilized to acquire the
original data, including:
the value of the accelerometer, gyroscope, magnetometer
▪ From the accelerometer , we can get the value of acceleration
along the X axis and Y axis.
▪ From the magnetometer and gyroscope , we can get the value
of angle and angle rate along the way.
Equipment
7
HUAWEI P10 Sensors:
▪ Fingerprint Sensor, G-Sensor, Gyroscope Sensor,
Compass, Ambient Light Sensor, Proximity Sensor,
Hall Sensor
Software:
▪ HIPE2.3
▪ MATLAB
Equipment
8
▪ The Kalman Filter (KF) is a time-varying linear optimal
estimation algorithm , which is ideally suited for
position estimation in modern multi-sensor systems.
▪ An important aspect of KF is its recursive nature.
The position estimation is only based on the
previously calculated state and current input.
▪ This makes it ideal for real time application
▪ KF puts more weight on higher certainty values
improving its estimation precision.
Why KF ?
9
▪ Our Observation Variables:
▪ ax = x-direction acceleration
▪ ay = y-direction acceleration
▪ θ = direction
▪ ω = angular rate
▪ These are the observation values that our
smartphone inertial sensors provides.
Methodology
10
▪ Kalman Filter Variables:
▪ A = system function matrix
▪ H = observation function matrix
▪ Q = system noise matrix for compensation
▪ R = observation noise matrix
▪ xk = system state variables
▪ zk = observation variables
▪ Pk = covariance matrix
▪ Note:
▪ - = predicted value
▪ ^ = estimated value
Methodology
11
▪ KF Processing
Methodology
KF
Algorithm
12
Methodology
0
1
2
3
4
5
6
类别 1 类别 2 类别 3 类别 4
13
▪ KF Processing
In our project:
Assumption:(Gaussian distribution)
First: define the state variables
Second: confirm the system function according to the physic
principle.
Third: given the observation equation.
Fourth: confirm the matrix of Q, R, and P according to the
experience.
Methodology
14
Methodology
K+1 K
0 0 t 0 0 0 0 0
0 0 0 t 0 0 0 0
0 0 1 0 t 0 0 0
0 0 0 1 0 t 0 0
0 0 0 0 1 0 0 0
0 0 0 0 0 1 0 0
0 0 0 0 0 0 1 t
0 0 0 0 0 0 0 1
θ
ω
θ
ω
=
System function
15
Methodology
K+1 K+1
θ
ω
0 0 0 0 1 0 0 0
0 0 0 0 0 1 0 0
0 0 0 0 0 0 1 0
0 0 0 0 0 0 0 1
θ
ω
=
Observation function
16
Methodology
K+1 K+1
θ
ω
0 0 1 0 0 0 0 0
0 0 0 1 0 0 0 0
0 0 0 0 1 0 0 0
0 0 0 0 0 1 0 0
0 0 0 0 0 0 1 0
0 0 0 0 0 0 0 1
θ
ω
=
Observation function
17
Methodology
0.3 0 0 0 0 0 0 0
0 0.3 0 0 0 0 0 0
0 0 0.01 0 0 0 0 0
0 0 0 0.01 0 0 0 0
0 0 0 0 0.01 0 0 0
0 0 0 0 0 0.01 0 0
0 0 0 0 0 0 16 0
0 0 0 0 0 0 0 16
Q =
Covariance matrix of the system noise
18
Methodology
0.1 0 0 0
0 0.1 0 0
0 0 36 0
0 0 0 36
R =
Covariance matrix of the measurement noise
19
Methodology
0.01 0 0 0 0 0
0 0.01 0 0 0 0
0 0 0.1 0 0 0
0 0 0 0.1 0 0
0 0 0 0 36 0
0 0 0 0 0 36
R =
Covariance matrix of the measurement noise
20
Methodology
1 0 0 0 0 0 0 0
0 1 0 0 0 0 0 0
0 0 0.1 0 0 0 0 0
0 0 0 0.1 0 0 0 0
0 0 0 0 0.1 0 0 0
0 0 0 0 0 0.1 0 0
0 0 0 0 0 0 36 0
0 0 0 0 0 0 0 36
P =
Error covariance matrix of the estimation of the state variables
21
Observations acceleration (x)
Estimated value
Observed value
22
Observations acceleration (y)
23
Observations yaw angle
24
Observations Angle Rate
25
Observations Velocity (x , y)
26
Results Distances (x , y)
27
Results Sys. Variables Variance
28
Results Final Track
Part of play ground in front of LIESMARS
(Straight line = 100 m, Curve = 50 m)
29
▪ Errors:
▪ Unreasonable velocity increase
▪ Improvement used:
▪ Counteracting unreasonable velocity increase
▪ Ways to Improve:
▪ Ground Truth
▪ Inertial sensor position update
Discussion
30
Conclusion
Availability
Continuity
Accuracy
Integrity
(Ways to Improve by four criteria)
31
▪ Leick, A. L. Rapoport, D. Tatarnikov., 2016, GPS
Satellite Surveying, 4th Edition, New York: John
Wiley and Sons
▪ G. Welch, G. Bishop., 2001, An Introduction to the
Kalman Filter, University of North Carolina at Chapel
Hill, Department of Computer Science, Chapel Hill,
NC 27599-3175 ( http://www.cs.unc.edu )
▪ Kalman, R.E. Trans ASME. 1960; 82:35–45. Crossref |
Scopus (12465)
▪ http://consumer.huawei.com/en/phones/p10/specs/
Major References:
32
Thank You !

More Related Content

PDF
roboticd and automation in construction
DOC
PSpice Model of Solar Cell of LG285S1C-G4
PDF
Machine vision technique to avoid alignment failure in space launch vehicle
PDF
LetSwift 2017 - ARKit
PPT
Exploration & Exploitation Challenge 2011
PDF
Wireless Rotor Runout Kit
PPT
Proving grounds(Automobile)
PPTX
BallCatchingRobot
roboticd and automation in construction
PSpice Model of Solar Cell of LG285S1C-G4
Machine vision technique to avoid alignment failure in space launch vehicle
LetSwift 2017 - ARKit
Exploration & Exploitation Challenge 2011
Wireless Rotor Runout Kit
Proving grounds(Automobile)
BallCatchingRobot

Similar to Position estimation in kalman filter (20)

PPTX
Design, analysis and controlling of an offshore load transfer system Dimuthu ...
PPTX
Manufacturer of Inclinometer & Tilt Sensor - Vigor Technology
PDF
Track 4 session 3 - st dev con 2016 - pedestrian dead reckoning
PPT
KNL3353_Control_System_Engineering_Lectu.ppt
PPTX
Depth-Based Real Time Head Motion Tracking Using 3D Template Matching
PPTX
Intelligent Robots and Drones Technology
PPTX
Closed-loop control system modelling_pid.pptx
PPTX
Mahir Kardame - EKF Coursework- Powerpoint Presentation.pptx
PDF
Raymond.Brunkow-Project-EEL-3657-Sp15
PDF
Autonomous Systems for Optimization and Control
PPTX
Software architecture of wheeled mobile robots
PPTX
10 Discrete Time Controller Design.pptx
PPTX
208114036 l aser guided robo
PDF
Robotics Localization
PDF
actuator and sensor motion proximity sensors
PPT
A Study on the Development of High Accuracy Solar Tracking Systems
PDF
SFScon 2020 - Alex Bojeri - BLUESLEMON project autonomous UAS for landslides ...
PDF
A calculus of mobile Real-Time processes
PDF
Meetup Voiture Connectée et Autonome #18 avec Vinci, Renault, TomTom, Geoflex
Design, analysis and controlling of an offshore load transfer system Dimuthu ...
Manufacturer of Inclinometer & Tilt Sensor - Vigor Technology
Track 4 session 3 - st dev con 2016 - pedestrian dead reckoning
KNL3353_Control_System_Engineering_Lectu.ppt
Depth-Based Real Time Head Motion Tracking Using 3D Template Matching
Intelligent Robots and Drones Technology
Closed-loop control system modelling_pid.pptx
Mahir Kardame - EKF Coursework- Powerpoint Presentation.pptx
Raymond.Brunkow-Project-EEL-3657-Sp15
Autonomous Systems for Optimization and Control
Software architecture of wheeled mobile robots
10 Discrete Time Controller Design.pptx
208114036 l aser guided robo
Robotics Localization
actuator and sensor motion proximity sensors
A Study on the Development of High Accuracy Solar Tracking Systems
SFScon 2020 - Alex Bojeri - BLUESLEMON project autonomous UAS for landslides ...
A calculus of mobile Real-Time processes
Meetup Voiture Connectée et Autonome #18 avec Vinci, Renault, TomTom, Geoflex
Ad

Recently uploaded (20)

PPTX
Module 8- Technological and Communication Skills.pptx
PDF
null (2) bgfbg bfgb bfgb fbfg bfbgf b.pdf
PPTX
Management Information system : MIS-e-Business Systems.pptx
PPTX
AUTOMOTIVE ENGINE MANAGEMENT (MECHATRONICS).pptx
PPTX
Fundamentals of Mechanical Engineering.pptx
PPTX
Software Engineering and software moduleing
PPTX
Current and future trends in Computer Vision.pptx
PDF
BIO-INSPIRED HORMONAL MODULATION AND ADAPTIVE ORCHESTRATION IN S-AI-GPT
PPTX
tack Data Structure with Array and Linked List Implementation, Push and Pop O...
PDF
Influence of Green Infrastructure on Residents’ Endorsement of the New Ecolog...
PDF
ChapteR012372321DFGDSFGDFGDFSGDFGDFGDFGSDFGDFGFD
PPTX
CyberSecurity Mobile and Wireless Devices
PDF
Level 2 – IBM Data and AI Fundamentals (1)_v1.1.PDF
PDF
Artificial Superintelligence (ASI) Alliance Vision Paper.pdf
PPTX
ASME PCC-02 TRAINING -DESKTOP-NLE5HNP.pptx
PDF
distributed database system" (DDBS) is often used to refer to both the distri...
PDF
UNIT no 1 INTRODUCTION TO DBMS NOTES.pdf
PDF
Accra-Kumasi Expressway - Prefeasibility Report Volume 1 of 7.11.2018.pdf
PDF
Design Guidelines and solutions for Plastics parts
PDF
August 2025 - Top 10 Read Articles in Network Security & Its Applications
Module 8- Technological and Communication Skills.pptx
null (2) bgfbg bfgb bfgb fbfg bfbgf b.pdf
Management Information system : MIS-e-Business Systems.pptx
AUTOMOTIVE ENGINE MANAGEMENT (MECHATRONICS).pptx
Fundamentals of Mechanical Engineering.pptx
Software Engineering and software moduleing
Current and future trends in Computer Vision.pptx
BIO-INSPIRED HORMONAL MODULATION AND ADAPTIVE ORCHESTRATION IN S-AI-GPT
tack Data Structure with Array and Linked List Implementation, Push and Pop O...
Influence of Green Infrastructure on Residents’ Endorsement of the New Ecolog...
ChapteR012372321DFGDSFGDFGDFSGDFGDFGDFGSDFGDFGFD
CyberSecurity Mobile and Wireless Devices
Level 2 – IBM Data and AI Fundamentals (1)_v1.1.PDF
Artificial Superintelligence (ASI) Alliance Vision Paper.pdf
ASME PCC-02 TRAINING -DESKTOP-NLE5HNP.pptx
distributed database system" (DDBS) is often used to refer to both the distri...
UNIT no 1 INTRODUCTION TO DBMS NOTES.pdf
Accra-Kumasi Expressway - Prefeasibility Report Volume 1 of 7.11.2018.pdf
Design Guidelines and solutions for Plastics parts
August 2025 - Top 10 Read Articles in Network Security & Its Applications
Ad

Position estimation in kalman filter

  • 1. 1 Position Estimation in Kalman Filter Presented By David Sestak, Zhang zhen bing, Ahmed Mohamed Reda & Mohamed Freeshah January, 2018
  • 2. 2 Position Estimation in Kalman Filter Zhang zhen bing Presented By Ahmed Mohamed Reda Mohamed Ahmed FreeshahDavid Sestak
  • 3. 3 ▪ Introduction ▪ Motivation ▪ Equipment ▪ Methodology ➢ Data source ➢ KF Processing ▪ Results Project Schedule
  • 4. 4 ▪ Precise position estimation is one of the fundamental technical dependencies in our society today. It has influenced our lives in countless ways most people do not think about. ▪ It is used in a variety of applications including: ▪ GNSS (and all its varying applications) ▪ Self driving vehicles ▪ Mobile robots ▪ Internet of Things (IoT) and many others Introduction
  • 5. 5 ▪ Indoor positioning has become an area of increasing interest utilizing the various signals that our devices use such as Bluetooth and WiFi. ▪ People spend about 80% of their time indoors, so it is of great significant to achieve precise indoor position estimation. ▪ This is why we are using a smartphone, a device everyone carries, for real time position estimation only using its inertial sensors. Motivation
  • 6. 6 ▪ Smartphone is a versatile device with many sensors such as: MEMS, Camera, WiFi, Bluetooth, GPS, etc. , which provides a high potential for indoor position estimation for many users . ▪ Data source ▪ The HUAWEI P10 smartphone was utilized to acquire the original data, including: the value of the accelerometer, gyroscope, magnetometer ▪ From the accelerometer , we can get the value of acceleration along the X axis and Y axis. ▪ From the magnetometer and gyroscope , we can get the value of angle and angle rate along the way. Equipment
  • 7. 7 HUAWEI P10 Sensors: ▪ Fingerprint Sensor, G-Sensor, Gyroscope Sensor, Compass, Ambient Light Sensor, Proximity Sensor, Hall Sensor Software: ▪ HIPE2.3 ▪ MATLAB Equipment
  • 8. 8 ▪ The Kalman Filter (KF) is a time-varying linear optimal estimation algorithm , which is ideally suited for position estimation in modern multi-sensor systems. ▪ An important aspect of KF is its recursive nature. The position estimation is only based on the previously calculated state and current input. ▪ This makes it ideal for real time application ▪ KF puts more weight on higher certainty values improving its estimation precision. Why KF ?
  • 9. 9 ▪ Our Observation Variables: ▪ ax = x-direction acceleration ▪ ay = y-direction acceleration ▪ θ = direction ▪ ω = angular rate ▪ These are the observation values that our smartphone inertial sensors provides. Methodology
  • 10. 10 ▪ Kalman Filter Variables: ▪ A = system function matrix ▪ H = observation function matrix ▪ Q = system noise matrix for compensation ▪ R = observation noise matrix ▪ xk = system state variables ▪ zk = observation variables ▪ Pk = covariance matrix ▪ Note: ▪ - = predicted value ▪ ^ = estimated value Methodology
  • 13. 13 ▪ KF Processing In our project: Assumption:(Gaussian distribution) First: define the state variables Second: confirm the system function according to the physic principle. Third: given the observation equation. Fourth: confirm the matrix of Q, R, and P according to the experience. Methodology
  • 14. 14 Methodology K+1 K 0 0 t 0 0 0 0 0 0 0 0 t 0 0 0 0 0 0 1 0 t 0 0 0 0 0 0 1 0 t 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1 t 0 0 0 0 0 0 0 1 θ ω θ ω = System function
  • 15. 15 Methodology K+1 K+1 θ ω 0 0 0 0 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1 θ ω = Observation function
  • 16. 16 Methodology K+1 K+1 θ ω 0 0 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1 θ ω = Observation function
  • 17. 17 Methodology 0.3 0 0 0 0 0 0 0 0 0.3 0 0 0 0 0 0 0 0 0.01 0 0 0 0 0 0 0 0 0.01 0 0 0 0 0 0 0 0 0.01 0 0 0 0 0 0 0 0 0.01 0 0 0 0 0 0 0 0 16 0 0 0 0 0 0 0 0 16 Q = Covariance matrix of the system noise
  • 18. 18 Methodology 0.1 0 0 0 0 0.1 0 0 0 0 36 0 0 0 0 36 R = Covariance matrix of the measurement noise
  • 19. 19 Methodology 0.01 0 0 0 0 0 0 0.01 0 0 0 0 0 0 0.1 0 0 0 0 0 0 0.1 0 0 0 0 0 0 36 0 0 0 0 0 0 36 R = Covariance matrix of the measurement noise
  • 20. 20 Methodology 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0.1 0 0 0 0 0 0 0 0 0.1 0 0 0 0 0 0 0 0 0.1 0 0 0 0 0 0 0 0 0.1 0 0 0 0 0 0 0 0 36 0 0 0 0 0 0 0 0 36 P = Error covariance matrix of the estimation of the state variables
  • 28. 28 Results Final Track Part of play ground in front of LIESMARS (Straight line = 100 m, Curve = 50 m)
  • 29. 29 ▪ Errors: ▪ Unreasonable velocity increase ▪ Improvement used: ▪ Counteracting unreasonable velocity increase ▪ Ways to Improve: ▪ Ground Truth ▪ Inertial sensor position update Discussion
  • 31. 31 ▪ Leick, A. L. Rapoport, D. Tatarnikov., 2016, GPS Satellite Surveying, 4th Edition, New York: John Wiley and Sons ▪ G. Welch, G. Bishop., 2001, An Introduction to the Kalman Filter, University of North Carolina at Chapel Hill, Department of Computer Science, Chapel Hill, NC 27599-3175 ( http://www.cs.unc.edu ) ▪ Kalman, R.E. Trans ASME. 1960; 82:35–45. Crossref | Scopus (12465) ▪ http://consumer.huawei.com/en/phones/p10/specs/ Major References: