Add radar example to test Kalman filter#785
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ThreeMonth03
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May 16, 2026
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@yungyuc @j8xixo12 @xingularity Please take a look. Thanks.
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| array_type const & q, // FIXME: NOLINT(modernize-pass-by-value) | ||
| array_type const & r, // FIXME: NOLINT(modernize-pass-by-value) | ||
| array_type const & p, // FIXME: NOLINT(modernize-pass-by-value) |
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To determine the covariance matrix at the beginning, I create new constructor in KalmanFilter.
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| def test_kalmanfilter_net_radar_example(self): | ||
| # Reference: https://kalmanfilter.net/ | ||
| dt = 5.0 | ||
| x0 = np.array([10000.0, 200.0]) | ||
| f = np.array([[1.0, dt], | ||
| [0.0, 1.0]]) | ||
| h = np.eye(2) | ||
| p0 = np.array([[16.0, 0.0], | ||
| [0.0, 0.25]]) | ||
| q = np.array([[6.25, 2.5], | ||
| [2.5, 1.0]]) | ||
| r = np.array([[36.0, 0.0], | ||
| [0.0, 2.25]]) | ||
| z1 = np.array([11020.0, 202.0]) |
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The following testcase could be found in the reference.
j8xixo12
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May 16, 2026
| np.testing.assert_allclose( | ||
| kf.state.ndarray, x_pred_expected, atol=1e-12, rtol=0.0) | ||
| np.testing.assert_allclose( | ||
| kf.covariance.ndarray, p_pred_expected, atol=1e-12, rtol=0.0) |
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Why is the atol here different from the one on line 454 ?
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The error at line 454 is much bigger than line 445, so I set 1e-8 there. I would try to align the absolute difference (atol).
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It seems you have increased the precision of the answer to reduce the error.
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For issue #685, to validate the implementation of Kalman filter algorithm, @j8xixo12 finds a real example from kalmanfilter.net .
This pull request add the website example to test Kalman filter.