Re: [PD] Simple Kalman filter
I've updated my 1D linear Kalman filter to include an analysis method to improve the initial noise model, along with a proper help file. https://github.com/jwmatthys/kalman-pd Joel On 02/28/2013 05:05 PM, Charles Z Henry wrote: Hey Joel I was very interested to see your implementation. It's drastically simpler than I thought it would be. Well, you did mention it was simple :) However, I thought the math was pretty expensive to do and complex to program. I like the approach generally--you have parameters for the assumed noise model and methods to set them (better than trying to build a monolith that does both the measurement and filtering). Do you have another patch or abstraction to analyze the sensor data and calculate those parameters? If so, you should add it to git. Chuck On Thu, Feb 28, 2013 at 12:47 PM, Joel Matthys jwmatt...@gmail.com mailto:jwmatt...@gmail.com wrote: I just completed a very simple 1D Kalman filter Pd external. I haven't really done any documentation on it, but it seems pretty robust for cleaning up 1D sensor inputs. The source is here: https://github.com/jwmatthys/kalman-pd Joel ___ Pd-list@iem.at mailto:Pd-list@iem.at mailing list UNSUBSCRIBE and account-management - http://lists.puredata.info/listinfo/pd-list ___ Pd-list@iem.at mailing list UNSUBSCRIBE and account-management - http://lists.puredata.info/listinfo/pd-list
[PD] Simple Kalman filter
I just completed a very simple 1D Kalman filter Pd external. I haven't really done any documentation on it, but it seems pretty robust for cleaning up 1D sensor inputs. The source is here: https://github.com/jwmatthys/kalman-pd Joel ___ Pd-list@iem.at mailing list UNSUBSCRIBE and account-management - http://lists.puredata.info/listinfo/pd-list
Re: [PD] Simple Kalman filter
Hey Joel I was very interested to see your implementation. It's drastically simpler than I thought it would be. Well, you did mention it was simple :) However, I thought the math was pretty expensive to do and complex to program. I like the approach generally--you have parameters for the assumed noise model and methods to set them (better than trying to build a monolith that does both the measurement and filtering). Do you have another patch or abstraction to analyze the sensor data and calculate those parameters? If so, you should add it to git. Chuck On Thu, Feb 28, 2013 at 12:47 PM, Joel Matthys jwmatt...@gmail.com wrote: I just completed a very simple 1D Kalman filter Pd external. I haven't really done any documentation on it, but it seems pretty robust for cleaning up 1D sensor inputs. The source is here: https://github.com/jwmatthys/kalman-pd Joel ___ Pd-list@iem.at mailing list UNSUBSCRIBE and account-management - http://lists.puredata.info/listinfo/pd-list ___ Pd-list@iem.at mailing list UNSUBSCRIBE and account-management - http://lists.puredata.info/listinfo/pd-list
Re: [PD] Simple Kalman filter
Well, understanding the math of a Kalman filter was way beyond my pay grade, but based on the description in http://bilgin.esme.org/BitsBytes/KalmanFilterforDummies.aspx, a 1d implementation reduces the complexity considerably. According to this guide, we can assume simple float values for most of the coefficients for most purposes. Based on your suggestion, I think I will incorporate an analyze mode into the external itself to calculate the noise parameters and set them automatically. I'll let you know when that's in git. Joel On Feb 28, 2013 5:05 PM, Charles Z Henry czhe...@gmail.com wrote: Hey Joel I was very interested to see your implementation. It's drastically simpler than I thought it would be. Well, you did mention it was simple :) However, I thought the math was pretty expensive to do and complex to program. I like the approach generally--you have parameters for the assumed noise model and methods to set them (better than trying to build a monolith that does both the measurement and filtering). Do you have another patch or abstraction to analyze the sensor data and calculate those parameters? If so, you should add it to git. Chuck On Thu, Feb 28, 2013 at 12:47 PM, Joel Matthys jwmatt...@gmail.comwrote: I just completed a very simple 1D Kalman filter Pd external. I haven't really done any documentation on it, but it seems pretty robust for cleaning up 1D sensor inputs. The source is here: https://github.com/jwmatthys/kalman-pd Joel ___ Pd-list@iem.at mailing list UNSUBSCRIBE and account-management - http://lists.puredata.info/listinfo/pd-list ___ Pd-list@iem.at mailing list UNSUBSCRIBE and account-management - http://lists.puredata.info/listinfo/pd-list
