Extended Kalman Filter - Sensor Fusion #3 - Phil's Lab #37

Extended Kalman Filter (EKF) overview, theory, and practical considerations. Real-world implementation on an STM32 microcontroller in C in the following video.
Part 3 of sensor fusion video series.
[SUPPORT]
Free trial of Altium Designer: www.altium.com/yt/philslab
PCBA from $0 (Free Setup, Free Stencil): jlcpcb.com/RHS
Patreon: / phils94
[LINKS]
Git: github.com/pms67
Sensor Fusion Part 2: • Complementary Filter -...
Sensor Fusion Part 1: • Accelerometers and Gyr...
Small Unmanned Aircraft (Book): uavbook.byu.edu/doku.php
State observers: Observers: en.wikipedia.org/wiki/State_o...
Euler Angles: control.asu.edu/Classes/MMAE44... (from slide 17)
[TIMESTAMPS]
00:00 Introduction
00:28 Previous Videos
00:41 Altium Designer Free Trial
01:05 Content
01:43 Sensor Fusion Recap
02:26 Complementary Filter Recap
03:08 Choosing alpha
03:29 Kalman Filter Overview
04:19 Estimation Error and Covariance
05:00 Non-Linear and Discrete-Time Kalman Filter
05:47 Book Recommendation
06:05 EKF Algorithm Overview
07:19 Practical Example (Attitude Estimation)
07:49 Prediction (EKF Step 1)
10:14 Update (EKF Step 2)
13:32 Complete EKF Algorithm
14:04 Practical Issues and Considerations
15:14 Next Video
ID: QIBvbJtYjWuHiTG0uCoK

[@Nelixios]

This whole channel needs to be put into a museum for future generations. Exquisite work.

[@PhilsLab]

Thank you very much!

[@dineshmadful]

Great work!! Please upload Part 4.

[@leocelente]

Can't wait for the implementation! Great video! Kalman filters are a huge topic. I've seen your Quaternion EKF implementation, I think it would be very nice to see what would change in the EKF given each choice of attitude representation.

[@practicalsoftwaremarcus]

Amazing, simple and instructive video. I have studied kalman for years and haven't seen such didactic. Well done!

[@sharkbaitsurfer]

I used to work servicing, repairing & building drones, during the period when DJI Naza flight controllers and DJI Phantoms had the undocumented flyaway (return to China) feature - OH your drone flew away, you will have to purchase a new one. Emotional over-investment was common amongst owners and the heartbreak was real...anyway. Never proven, but suspected to me erroneous readings or data corruption of GPS location - someone did actually manage to recover their 'lost' drone, acquire and read the logs. From memory, the drone 'thought' it was travelling at 18,000,000 km/s or hour - I forget which. Plenty of others did experience random crashes (IMU data corruption), so much was near impossible to prove with an intransigent supplier that never accepted responsibility. Now I understood much of what you just went through in the 3 video series, I couldn't write any code mind you, interesting part was the kalmann filter - It's interesting to see the filtering and what is essentially a feedback loop to account for the sensor drift and your readings become more refined with each iteration/development of the code. Why the long message, well at the time of the fugitive drones we suspect that the flight control software did not have any means to account for erroneous or corrupted data and it just acted on it, with irrepressible enthusiasm. I'm was very interested to see how your method deals with data point(s) which are so far outside plausible estimate that they have to be discarded, essentially that 'trust' coefficient of estimate -v- sensor reading. It was a great explanation of just how much finesse goes into getting sensible date via the fusion of the two sensors. thank you

[@bsodbsod7724]

Man I think you'll be the reason that I'll actually be able to get into real electronics design. If I am ever good enough to do it I swear I'll at least make a few videos to help others like you do

[@borensztejntitouan736]

Hi ! Very nice videos series ! I hope part 4 will be available soon ! Thank you.

[@darkknight700]

Very wonderful, we wait part 4 ✌

[@anneallison6402]

Just what I needed for my startup, many thanks Phil you are gold

[@PhilsLab]

Thank you, Paul - glad it's helpful!

[@yacineyaker7485]

i am still waiting for the next video on this topic. great work

[@atoi31]

Hope you can share the EKF implementation soon. I enjoyed my university control system classes. I loved your presentation. Keep on it!

[@matheusschlosser8799]

Amazing vídeo as always! Still looking foward to see the last video.

[@mohalababdelgadir9320]

thank you very much for the great video.. looking forward to the practical implementation video

[@karama5478]

Thanks Mr. @Phil . I was waiting for the kalman filter tutorials a lot.

[@PhilsLab]

Thank you for watching!

[@Chimpyboi]

Great job on breaking this down, can't wait for the practical example!

[@PhilsLab]

Thank you very much, next video coming soon!

[@mikegofton1]

Thanks Phil, a great tutorial on the EKF.

[@PhilsLab]

Thank you very much, Mike!

[@tompeter8890]

great waiting for your next video

[@yuanhu6031]

Thanks for posting, excellent video!

[@PhilsLab]

Thank you for watching!

[@harddiskkosong3661]

You made this really simple to understand.. great work.. does the next part already uploaded? Im looking forward to this

Thank you for sharing.

[@musenzerob2181]

Thanks so much, Phil for the videos and the content in them. I really appreciate your efforts. my suggestion is, if you could do more videos on how to write drivers from scratch i.e read and writing to sensors.

[@PhilsLab]

Thank you, Rob - I'll try to make similar videos on the topics you mentioned in the future :)

[@chinoramas1]

I may need to take down notes from this nice lecture. It is very interesting!

[@PhilsLab]

Thanks!

[@milessun8629]

I have to say Q and R matrices are tricky. You can adjust them to get a smoother estimation for your academic paper or a rough result just for a demonstration. All depend on which you trust more, prediction ? or measurement? If you just follow the parameter in the datasheet, normally you just got a bad result. Allan variance could be helpful, but need more data and time to obtain, and the improvement is just a little.

[@TcTDezaster]

Amazing fr!

[@qwer.ty.]

Thank you so much for this series! I don't know how you deal with different sensor update rate? What if the accelerometer is running at 10Hz and the gyroscope is running at 5Hz?

[@serkaneray2033]

Hello Phil. This is a great series. Are you planning to shoot the 4th video? Is there any news?

[@zcahandar]

Finally. Thanks a lot Phil :)

[@PhilsLab]

Thanks for watching!

[@mystamo]

A god for this explanation.

[@PhilsLab]

Thank you!

[@nobodyeverybody8437]

Dear Phil, Thank u so much for your video(s). Would you please put the link to the next video here in the description part?

[@game-f-un-limitedgamer8958]

Amazing video Phil! It's a good refresher for people like me who did this in college and now have forgotten everything :) Would like to suggest a minor correction though, at 11:48 the equation should be K = P * C^T * [ C * P * C^T + R ]^-1. Cheers!!

[@NFL_31258]

Thanks, any chance of getting the implementation video?

[@hristiantodorov3923]

Can you recommend also any other books on such topics ? Thanks!

[@nickst2797]

Hello and thank you. It would be awesome of you created a video with software Implementation of EKF, just like the one you have on the PID controller. Thank you very much!

[@nrdesign1991]

Would love to try this with a laser scanner lidar sensor, had a project in university for an automatically guided vehicle that was plagued from slow scan rate (7 Hz)

[@bhu1334]

Hey Phil, can you make some content about how to expand this EKF for a 9DOF IMU inorder to get absolute attitude wrt the NED frame Btw you have done an amazing job with this video series and I really prefer the simplicity There was a huge lack of resources for this topic on KZbin

[@eiliyamohebi9701]

Hi Phil, Thanks for your great videos. Is there a problem in estimating yaw angle using your Extended Kalman Filter? (Why you are not estimating yaw angle too) Thanks.

[@bhattner1]

Can you please release the part 4 of this series?

[@randybasil1715]

hi how are you. you know all the sensor that you have build can all of then be used on your flight computer?

[@myetis1990]

Hi Phil, great job as usual! Reading Handwritten notes seem to hard a bit, so can you show equations more clearly, thanks. can't wait to see the gimbal lock solution on implementation.

[@NK-xo4fx]

Excellent tutorial . Eager to get the next part.

[@iotsharingdotcom22]

could you pls upload the slide? thanks for your series. I learned alot.

[@practicalsoftwaremarcus]

I would very much enjoy if you could do a video about error-state kalman filter.

[@kslchannel9522]

when you release the next video , so exciting to see

[@dhruslab9563]

The states to be estimated are contained in the state vector x, x = [q0 q1 q2 q3 bp bq br]T . (3) Where qn is the n-th quaternion, and bp, bp, br are the respective gyro biases associated with the x, y, and z-axes. i found this in your paper , but i am unable to understand what are q0,q1,q2,q3 individually point?

[@ligius3]

Well, that escalated quickly :)

[@netmaxim]

Great series! Any idea of when you’ll work on part 4 ?

[@PhilsLab]

Thanks! Part 4 is out now!

[@skrzatek8692]

Why are you adding accelerometer readings to gyro readings? I think accelerometer vector should be converted to angles first?

[@blacklion79]

There is Mahony's IMU algorithm, which is different to both Kallman and complementary filters.

[@clmb2225]

Exist a sourcecode example for this filter? Have many THANKS

[@dhruslab9563]

EKF is designed to predict the gyro, accelrometer and compass data suppose the compass is absent in the system , in that situation what need to be done

[@jfsaraceno9265]

Woot

[@asmi06]

I wonder how one would deal with the fact that IMU measures accelerations relative to it's own center of mass, which is different from the system's COM?

[@euankirkhope5390]

you apply lever arm compensation.

[@valeryngwa]

Hi sir please i have a small work for you 🙏🙏. How can I reach you privately?

[@randybasil1715]

or how can I join hem to your flight computer

[@mostafakh5075]

what about yaw?

[@mmaranta785]

Yaw is something teenage girls say