Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Does only the noise ratio matter in Kalman filters? #291

Open
davidpagnon opened this issue Aug 16, 2023 · 0 comments
Open

Does only the noise ratio matter in Kalman filters? #291

davidpagnon opened this issue Aug 16, 2023 · 0 comments

Comments

@davidpagnon
Copy link

I am working on the capture of sports movements, and in particular on X, Y, Z positions of a set of key points. Since measurements are somewhat noisy, I would like to implement a Kalman smoother with a constant acceleration process model, leveraging filterpy.

  1. To my great surprise, it seems like it does not matter what the values of measurement noise and process noise are, as long as the ratio does not change. I can multiply both noises by a thousand, test it with different data, it does not make any difference. I'm sure I must be missing something, but what? 🤔

  2. Another question: results are best when my process noise is a 100 times higher than my measurement noise. This seems quite odd, as in most if not all examples I found online, the measurement noise is much higher than the process noise.

Any input would be much appreciated, thanks in advance! Here is my code if you need it.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant