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@ -37,13 +37,13 @@ the error-state. This library supports and defining an arbitrary error-state tha |
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### Multi-State Constraint Kalman Filter |
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paper: |
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###Rauch–Tung–Striebel smoothing |
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### Rauch–Tung–Striebel smoothing |
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When doing offline estimation with a kalman filter there can be an initialzition period where states are badly estimated. |
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Global estimators don't suffer from this, to make our kalman filter competitive with global optimizers when can run the filter |
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backwards using an RTS smoother. Those combined with potentially multiple forward and backwards passes of the data should make |
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performance very close to global optimization. |
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###Mahalanobis distance outlier rejector |
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### Mahalanobis distance outlier rejector |
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A lot of measurements do not come from a Gaussian distribution and as such have outliers that do not fit the statistical model |
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of the Kalman filter. This can cause a lot of performance issues if not dealt with. This library allows the use of a mahalanobis |
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distance statistical test on the incoming measurements to deal with this. Note that good initialization is critical to prevent |
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