hiawui / himagicstick

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卡尔曼滤波

$$\begin{align} \mathbf{predict} \\\ {x_{k|k-1}} & = F_k \hat{x}_{k-1|k-1} + B_k u_k \\\ P_{k|k-1} & = F_k P_{k-1|k-1} F_k^T + Q_k \\\ \\\ \mathbf{update} \\\ \hat{y}_k & = z_k - H_k \hat{x}_{k|k-1} \\\ S_k & = H_k P_{k|k-1} H_k^T + R_k \\\ K_k & = P_{k|k-1} H_k^T S_k^{-1} \\\ \\\ \hat{x}_{k|k} & = \hat{x}_{k|k-1} + K_k \hat{y}_k \\\ P_{k|k} & = (I - K_k H_k) P_{k|k-1} \\\ \end{align}$$ $$\begin{align} & x_k: k时刻, 重力相对芯片的单位向量 \\\ & u_k: 角速度 \\\ & q_k: dt * u_k \space 四元数旋转 \\\ & F_k: q_k^{-1} \\\ \\\ & x_k = F_k * x_{k-1} \\\ \\\ &P_k: x_k的协方差, 未知, 给随机初始值 \\\ &Q: 角速度协方差 \\\ \\\ &z_k: 加速度计加速度单位向量, 假设只有重力影响 \\\ \end{align}$$

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