Sensor Fusion: Setting and Tuning Covariances of the Kalman Filter

Do you wonder how the setting and tuning of the covariances in the Kalman filter is done practically? In this video, we will answer this question with simple examples.

Timestamps list:
00:00 - Introduction
00:34 - Revising Kalman filter equations
01:03 - Process noise covariance
05:47 - Process noise covariance example
10:46 - Evaluating tuned process noise
14:55 - Normalized Innovation Square Distance (Mahalanobis Distance)
23:28 - Measurement noise covariance (range sensor example)
26:36 - Fitting characteristic curve/lookup table for variable standard-deviation

The presentation can be found in researchgate: https://www.researchgate.net/publicat...

List of videos related:
Sensor Fusion "Linear Kalman Filter (Part 1)":    • Sensor Fusion: Linear Kalman Filter (...  
Sensor Fusion "Linear Kalman Filter (Part 2)":    • Sensor Fusion: Linear Kalman Filter (...  

For more information about the Kalman filter, check this blog article:
https://codingcorner.org/intro-kalman...

And for C++ implementation check the link:
https://codingcorner.org/kalman-filte...

GitHub: https://github.com/Al-khwarizmi-780

#kalmanfilter #sensorfusion #cplusplus #algorithm #cpp #software #softwareengineer