Lab 4 – Kalman filter




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ECE 8540 Analysis of Tracking Systems
Lab 4 – Kalman filter
In this lab, each student is to develop code to operate a Kalman filter. The code can be
developed in Matlab, C, or any high level language. No graphics display is required, but
plots of results are required. The lab should be done in 2 steps.
First, the data at should be
run through a constant velocity 1D model (exactly like developed in class). Show the
filter result for three different ratios of dynamic noise to measurement noise. Discuss the
differences between the outputs.
Second, the filter should then be applied to the signal of your choice. A good choice
would be a process in a research problem you are currently working on. Another good
choice would be some signal you can measure (e.g. temperature, or a bright spot in a
camera image, or anything real you can set up). If you do not have any applicable data,
you may also use UWB tracking data available at the class web site. The system could be
1D constant velocity, or 2D constant velocity, or any (your choice). I want to see a graph
plotting the measurements and estimated state. I also want to read a brief writeup
describing the problem, the data source, and the tuning of the filter to get your results.
The lab due date is given at the class web site. You must submit your code (as an
attachment) and report (as an attachment) to [email protected] Use as subject
header ECE8540-1,#4. This email is due by midnight of the due date.