自适应卡尔曼滤波的噪声方差怎么推的_卡尔曼滤波中关键参数的调整

写在前面

对于卡尔曼滤波，大多数人仅限于会用，很少有人能透彻的理解，而关于卡尔曼滤波中那几个关键参数的调整更是一头雾水。自从写完「深度解析卡尔曼滤波在IMU中的使用」一文，很多朋友咨询卡尔曼滤波的参数到底怎么调整，工作之余总结一下，由于水平有限，错误之处在所难免，欢迎交流指正。

本篇还是以飞控与移动机器人中常用的IMU芯片MPU6050为例，详细讲解卡尔曼滤波中那几个关键参数的调整。

源码参考 TKJElectronics/KalmanFilter

Kalman::Kalman() {
    /* We will set the variables like so, these can also be tuned by the user */
    Q_angle = 0.001f;
    Q_bias = 0.003f;
    R_measure = 0.03f;

    angle = 0.0f; // Reset the angle
    bias = 0.0f; // Reset bias

    P[0][0] = 0.0f; // Since we assume that the bias is 0 and we know the starting angle (use setAngle), the error covariance matrix is set like so - see: http://en.wikipedia.org/wiki/Kalman_filter#Example_application.2C_technical
    P[0][1] = 0.0f;
    P[1][0] = 0.0f;
    P[1][1] = 0.0f;
};

// The angle should be in degrees and the rate should be in degrees per second and the delta time in seconds
float Kalman::getAngle(float newAngle, float newRate, float dt) {
    // KasBot V2  -  Kalman filter module - http://www.x-firm.com/?page_id=145
    // Modified by Kristian Lauszus
    // See my blog post for more information: http://blog.tkjelectronics.dk/2012/09/a-practical-approach-to-kalman-filter-and-how-to-implement-it

    //