hawlman的专栏

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.