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docs/modules/extended_kalman_filter_localization.rst

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@@ -7,6 +7,19 @@ Extended Kalman Filter Localization
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EKF
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.. code-block:: ipython3
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from IPython.display import Image
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Image(filename="ekf.png",width=600)
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.. image:: extended_kalman_filter_localization_files/extended_kalman_filter_localization_1_0.png
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:width: 600px
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This is a sensor fusion localization with Extended Kalman Filter(EKF).
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The blue line is true trajectory, the black line is dead reckoning
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The red ellipse is estimated covariance ellipse with EKF.
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Code; `PythonRobotics/extended_kalman_filter.py at master ·
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Code: `PythonRobotics/extended_kalman_filter.py at master ·
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AtsushiSakai/PythonRobotics <https://github.com/AtsushiSakai/PythonRobotics/blob/master/Localization/extended_kalman_filter/extended_kalman_filter.py>`__
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Filter design
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This is implemented at
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`code <https://github.com/AtsushiSakai/PythonRobotics/blob/916b4382de090de29f54538b356cef1c811aacce/Localization/extended_kalman_filter/extended_kalman_filter.py#L53-L67>`__
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Its Javaobian matrix is
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Its Jacobian matrix is
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:math:`\begin{equation*} J_F= \begin{bmatrix} \frac{dx}{dx}& \frac{dx}{dy} & \frac{dx}{d\phi} & \frac{dx}{dv}\\ \frac{dy}{dx}& \frac{dy}{dy} & \frac{dy}{d\phi} & \frac{dy}{dv}\\ \frac{d\phi}{dx}& \frac{d\phi}{dy} & \frac{d\phi}{d\phi} & \frac{d\phi}{dv}\\ \frac{dv}{dx}& \frac{dv}{dy} & \frac{dv}{d\phi} & \frac{dv}{dv}\\ \end{bmatrix} = \begin{bmatrix} 1& 0 & -v sin(\phi)dt & cos(\phi)dt\\ 0 & 1 & v cos(\phi)dt & sin(\phi) dt\\ 0 & 0 & 1 & 0\\ 0 & 0 & 0 & 1\\ \end{bmatrix} \end{equation*}`
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:math:`\begin{equation*} J_F= \begin{bmatrix} \frac{dx}{dx}& \frac{dx}{dy} & \frac{dx}{d\phi} & \frac{dx}{dv}\\ \frac{dy}{dx}& \frac{dy}{dy} & \frac{dy}{d\phi} & \frac{dy}{dv}\\ \frac{d\phi}{dx}& \frac{d\phi}{dy} & \frac{d\phi}{d\phi} & \frac{d\phi}{dv}\\ \frac{dv}{dx}& \frac{dv}{dy} & \frac{dv}{d\phi} & \frac{dv}{dv}\\ \end{bmatrix} \end{equation*}`
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:math:`\begin{equation*}  = \begin{bmatrix} 1& 0 & -v sin(\phi)dt & cos(\phi)dt\\ 0 & 1 & v cos(\phi)dt & sin(\phi) dt\\ 0 & 0 & 1 & 0\\ 0 & 0 & 0 & 1\\ \end{bmatrix} \end{equation*}`
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Observation Model
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=================
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~~~~~~~~~~~~~~~~~
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The robot can get x-y position infomation from GPS.
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Its Jacobian matrix is
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:math:`\begin{equation*} J_H= \begin{bmatrix} \frac{dx}{dx}& \frac{dx}{dy} & \frac{dx}{d\phi} & \frac{dx}{dv}\\ \frac{dy}{dx}& \frac{dy}{dy} & \frac{dy}{d\phi} & \frac{dy}{dv}\\ \end{bmatrix} = \begin{bmatrix} 1& 0 & 0 & 0\\ 0 & 1 & 0 & 0\\ \end{bmatrix} \end{equation*}`
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:math:`\begin{equation*} J_H= \begin{bmatrix} \frac{dx}{dx}& \frac{dx}{dy} & \frac{dx}{d\phi} & \frac{dx}{dv}\\ \frac{dy}{dx}& \frac{dy}{dy} & \frac{dy}{d\phi} & \frac{dy}{dv}\\ \end{bmatrix} \end{equation*}`
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:math:`\begin{equation*}  = \begin{bmatrix} 1& 0 & 0 & 0\\ 0 & 1 & 0 & 0\\ \end{bmatrix} \end{equation*}`
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Extented Kalman Filter
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======================
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~~~~~~~~~~~~~~~~~~~~~~
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Localization process using Extendted Kalman Filter:EKF is
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