/* 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 */ #ifndef _Kalman_h #define _Kalman_h class Kalman { public: Kalman() { /* We will set the variables like so, these can also be tuned by the user */ Q_angle = 0.001;//0.001 Q_bias = 0.0001;//0.003 R_measure = 0.11;//0.03 angle = 0; // Reset the angle bias = 0; // Reset bias P[0][0] = 0; // 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; P[1][0] = 0; P[1][1] = 0; }; // The angle should be in degrees and the rate should be in degrees per second and the delta time in seconds double getAngle(double newAngle, double newRate, double 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 */ S = P[0][0] + R_measure; /* Step 5 */ K[0] = P[0][0] / S; K[1] = P[1][0] / S; // Calculate angle and bias - Update estimate with measurement zk (newAngle) /* Step 3 */ y = newAngle - angle; /* Step 6 */ angle += K[0] * y; bias += K[1] * y; // Calculate estimation error covariance - Update the error covariance /* Step 7 */ P[0][0] -= K[0] * P[0][0]; P[0][1] -= K[0] * P[0][1]; P[1][0] -= K[1] * P[0][0]; P[1][1] -= K[1] * P[0][1]; return angle; }; void setAngle(double newAngle) { angle = newAngle; }; // Used to set angle, this should be set as the starting angle double getRate() { return rate; }; // Return the unbiased rate /* These are used to tune the Kalman filter */ void setQangle(double newQ_angle) { Q_angle = newQ_angle; }; void setQbias(double newQ_bias) { Q_bias = newQ_bias; }; void setRmeasure(double newR_measure) { R_measure = newR_measure; }; double getQangle() { return Q_angle; }; double getQbias() { return Q_bias; }; double getRmeasure() { return R_measure; }; private: /* Kalman filter variables */ double Q_angle; // Process noise variance for the accelerometer double Q_bias; // Process noise variance for the gyro bias double R_measure; // Measurement noise variance - this is actually the variance of the measurement noise double angle; // The angle calculated by the Kalman filter - part of the 2x1 state vector double bias; // The gyro bias calculated by the Kalman filter - part of the 2x1 state vector double rate; // Unbiased rate calculated from the rate and the calculated bias - you have to call getAngle to update the rate double P[2][2]; // Error covariance matrix - This is a 2x2 matrix double K[2]; // Kalman gain - This is a 2x1 vector double y; // Angle difference double S; // Estimate error }; #endif