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Modified 2020-09-04 by Andrea Censi

Please see [1].

Roger R Labbe Jr. Kalman and bayesian filters in python. Published as a Jupyter Notebook hosted on GitHub at and in PDF form at (accessed August 29, 2018), May 2018.   
Isaiah Brand, Josh Roy, Aaron Ray, John Oberlin, and Stefanie Tellex. An Integrated Introduction to Robotics for the Next Generation. In IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS), October 2018.    Sebastian Thrun, Wolfram Burgard, and Dieter Fox. Probabilistic Robotics (Intelligent Robotics and Autonomous Agents). The MIT Press, 2005.    First-hand: The unscented transform. Engineering and Technology History Wiki. Contributions from Uhlmann, Jeffrey. Accessed August 31, 2018.    http  S. Tellex, A. Brown, and S. Lupashin. Estimation for Quadrotors. ArXiv e-prints, August 2018.    arXiv 
Keywords: Computer Science - Robotics, Computer Science - Systems and Control
James Diebel. Representing attitude: Euler angles, unit quaternions, and rotation vectors. Matrix, 58(15-16):1–35, 2006.    Edwin T Jaynes. Probability theory: The logic of science. Cambridge university press, 2003.    A. T. Erdem and A. Ö. Ercan. Fusing inertial sensor data in an extended kalman filter for 3d camera tracking. IEEE Transactions on Image Processing, 24(2):538–548, Feb 2015.    DOI 
Keywords: image fusion;image motion analysis;Kalman filters;nonlinear filters;inertial sensor data fusion;extended Kalman filter;3D camera tracking;3D egomotion estimation;EKF framework;camera measurements;correction stage;prediction stage;accelerometer data;gyroscope data;3D pose error;3D position tracking accuracy;3D orientation tracking accuracy;simulated data generation method;inertial measurement unit;Cameras;Gyroscopes;Accelerometers;Mathematical model;Equations;Three-dimensional displays;Jacobian matrices;Inertial sensor fusion;Extended Kalman Filter;3D camera tracking;inertial measurement unit;accelerometer;gyroscope;Inertial sensor fusion;extended Kalman filter;3D camera tracking;inertial measurement unit;accelerometer;gyroscope
J.G. Ziegler and N.B. Nichols. Optimum Settings for Automatic Controllers. ASME, 64:759–768, 1942.    Eric A. Wan and Rudolph Van Der Merwe. The unscented kalman filter for nonlinear estimation. pages 153–158, 2000.    Rudolph Van Der Merwe and Eric Wan. Sigma-point kalman filters for probabilistic inference in dynamic state-space models. In In Proceedings of the Workshop on Advances in Machine Learning, 2003.