/* Copyright (C) 2012 Kristian Lauszus, TKJ Electronics. All rights reserved. This software may be distributed and modified under the terms of the GNU General Public License version 2 (GPL2) as published by the Free Software Foundation and appearing in the file GPL2.TXT included in the packaging of this file. Please note that GPL2 Section 2[b] requires that all works based on this software must also be made publicly available under the terms of the GPL2 ("Copyleft"). Contact information ------------------- Kristian Lauszus, TKJ Electronics Web : http://www.tkjelectronics.com e-mail : kristianl@tkjelectronics.com */ #include "Kalman.h" 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 // Discrete Kalman filter time update equations - Time Update ("Predict") // Update xhat - Project the state ahead /* Step 1 */ rate = newRate - bias; angle += dt * rate; // Update estimation error covariance - Project the error covariance ahead /* Step 2 */ P[0][0] += dt * (dt*P[1][1] - P[0][1] - P[1][0] + Q_angle); P[0][1] -= dt * P[1][1]; P[1][0] -= dt * P[1][1]; P[1][1] += Q_bias * dt; // Discrete Kalman filter measurement update equations - Measurement Update ("Correct") // Calculate Kalman gain - Compute the Kalman gain /* Step 4 */ float S = P[0][0] + R_measure; // Estimate error /* Step 5 */ float K[2]; // Kalman gain - This is a 2x1 vector K[0] = P[0][0] / S; K[1] = P[1][0] / S; // Calculate angle and bias - Update estimate with measurement zk (newAngle) /* Step 3 */ float y = newAngle - angle; // Angle difference /* Step 6 */ angle += K[0] * y; bias += K[1] * y; // Calculate estimation error covariance - Update the error covariance /* Step 7 */ float P00_temp = P[0][0]; float P01_temp = P[0][1]; P[0][0] -= K[0] * P00_temp; P[0][1] -= K[0] * P01_temp; P[1][0] -= K[1] * P00_temp; P[1][1] -= K[1] * P01_temp; return angle; }; void Kalman::setAngle(float angle) { this->angle = angle; }; // Used to set angle, this should be set as the starting angle float Kalman::getRate() { return this->rate; }; // Return the unbiased rate /* These are used to tune the Kalman filter */ void Kalman::setQangle(float Q_angle) { this->Q_angle = Q_angle; }; void Kalman::setQbias(float Q_bias) { this->Q_bias = Q_bias; }; void Kalman::setRmeasure(float R_measure) { this->R_measure = R_measure; }; float Kalman::getQangle() { return this->Q_angle; }; float Kalman::getQbias() { return this->Q_bias; }; float Kalman::getRmeasure() { return this->R_measure; };