Kalman filter and measurements

In summary, the conversation discusses the use of a Kalman filter with a PI controller to control a mirror and stabilize the position of a laser spot. The speaker explains that the PI controller works fine without the Kalman filter, but they were hoping to decrease the overshoot with the filter. However, the measurements remain the same and the overshoot of the estimations is lower. They ask for clarification on which values to consider as the real position and why the Kalman filter does not have an impact on the measurements. The responder suggests that the effectiveness of the Kalman filter depends on the accuracy of the measurements and the model being used, and provides an example of its use in aircraft GPS systems. They also suggest adjusting the tuning of the
  • #1
flo24601
1
0
Hello,

I am using a Kalman filter with a PI controller.
The goal is to control a mirror to stabilize the position of a laser spot: I am sending a disturbance on the mirror and the PI sends command to the same mirror so the spot stays fix.
With a camera I am recording the image of the laser and I compute the centroid to get its position.
With the Kalman filter I also get an estimation of this position.

My problem is the following:
  • Without the KF the PI controller works fine: after an overshoot the error goes to 0 (observing the measurements)
  • With the KF I thought I would decrease the overshoot but the measurements are the same (slightly worse even) but the overshoot of the estimations is lower
My questions are:
  • Which values should I consider (being the real position): the measurements or the estimations ?
  • Why doesn't the KF have an impact on the measurements ?

I can of course clarify things if needed

Thanks
 
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  • #2
flo24601 said:
Which values should I consider (being the real position): the measurements or the estimations ?
That entirely depends on the accuracy of the measurements and the accuracy of the model you're using for the kalman filter.

flo24601 said:
Why doesn't the KF have an impact on the measurements ?

perhaps you don't have an understanding of what the kalamn filter is supposed to do. A kalman filter is a tool to use noisy, bad, or partial data in conjunction with a system model to estimate a state. What is the kalman filter estimating?? If the kalman filter is estimating position, and you already have an accurate measurement of that position, the kalman filter will not help you at all. If you have a poor measurement, and the kalman filter improves that measurement, then you might get an improved step response. it all depends.

My favorite example of what a kalman filter can do is an avionics GPS system.
in aircraft there are generally two things used to estimate position. the gps unit and the inertial measurement unit. the gps and IMU are used in conjunction to get an accurate measurement. One is good at course measurement, but poor at fine measurement, and the other is the opposite. A kalman filter is used to merge the two poor and good data sources.

to decrease overshoot change the tuning on your PI controller
 

1. What is a Kalman filter and how does it work?

A Kalman filter is a mathematical algorithm that uses a series of measurements over time to estimate the true value of a system's state. It combines the predictions from a dynamic model of the system with the actual measurements to produce a more accurate estimate of the state.

2. What types of measurements can a Kalman filter be used with?

A Kalman filter can be used with a variety of measurements, including continuous measurements (such as sensor readings) and discrete measurements (such as GPS coordinates). It can also handle both linear and nonlinear systems.

3. What are the advantages of using a Kalman filter?

The main advantage of using a Kalman filter is its ability to provide accurate estimates of a system's state even in the presence of noise and other uncertainties. It can also handle real-time data and adapt to changes in the system over time, making it useful for a wide range of applications.

4. What are some common applications of Kalman filters?

Kalman filters are commonly used in fields such as aerospace, robotics, and navigation systems. They are also used in financial forecasting, medical imaging, and signal processing.

5. Are there any limitations to using a Kalman filter?

While Kalman filters are powerful tools, they do have some limitations. They assume that the system being modeled is linear and that the noise in the measurements is normally distributed. They also require accurate knowledge of the system's dynamics and measurement equations. In cases where these assumptions do not hold, a different type of filter may be more appropriate.

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