This is the Rust port of my kalman-clib library,
a microcontroller targeted Kalman filter implementation. Uses micromath
for square root calculations on no_std. At the moment, this crate requires f32 / FPU support.
This implementation uses statically allocated buffers for all matrix operations. Due to lack
of const generics for array allocations in Rust, this crate also provides helper macros
to create the required arrays. See examples/gravity.rs for a worked example.
This crate builds as no_std by default. To build with std support, run:
cargo build --no-default-features --features std
The provided example code will print output only on std builds. To run the example
gravity simulation, run
cargo run --example gravity --no-default-features --features=std
This will estimate the (earth's) gravitational constant (g ≈ 9.807 m/s²) through observation of the position of a free-falling object. When executed, it should print something along the lines of:
At t = 0, predicted state: s = 3 m, v = 6 m/s, a = 6 m/s²
At t = 0, measurement: s = 0 m, noise ε = 0.13442 m
At t = 0, corrected state: s = 0.908901 m, v = 3.6765568 m/s, a = 5.225519 m/s²
At t = 1, predicted state: s = 7.1982174 m, v = 8.902076 m/s, a = 5.225519 m/s²
At t = 1, measurement: s = 4.905 m, noise ε = 0.45847 m
At t = 1, corrected state: s = 5.6328573 m, v = 7.47505 m/s, a = 4.5993752 m/s²
At t = 2, predicted state: s = 15.407595 m, v = 12.074425 m/s, a = 4.5993752 m/s²
At t = 2, measurement: s = 19.62 m, noise ε = -0.56471 m
At t = 2, corrected state: s = 18.50683 m, v = 14.712257 m/s, a = 5.652767 m/s²
At t = 3, predicted state: s = 36.04547 m, v = 20.365025 m/s, a = 5.652767 m/s²
At t = 3, measurement: s = 44.145 m, noise ε = 0.21554 m
At t = 3, corrected state: s = 42.8691 m, v = 25.476515 m/s, a = 7.3506646 m/s²
At t = 4, predicted state: s = 72.02094 m, v = 32.82718 m/s, a = 7.3506646 m/s²
At t = 4, measurement: s = 78.48 m, noise ε = 0.079691 m
At t = 4, corrected state: s = 77.09399 m, v = 36.10087 m/s, a = 8.258889 m/s²
At t = 5, predicted state: s = 117.3243 m, v = 44.359756 m/s, a = 8.258889 m/s²
At t = 5, measurement: s = 122.63 m, noise ε = -0.32692 m
At t = 5, corrected state: s = 120.94025 m, v = 46.38022 m/s, a = 8.736543 m/s²
At t = 6, predicted state: s = 171.68874 m, v = 55.11676 m/s, a = 8.736543 m/s²
At t = 6, measurement: s = 176.58 m, noise ε = -0.1084 m
At t = 6, corrected state: s = 174.93135 m, v = 56.704926 m/s, a = 9.062785 m/s²
At t = 7, predicted state: s = 236.16766 m, v = 65.76771 m/s, a = 9.062785 m/s²
At t = 7, measurement: s = 240.35 m, noise ε = 0.085656 m
At t = 7, corrected state: s = 238.87048 m, v = 66.942894 m/s, a = 9.276019 m/s²
At t = 8, predicted state: s = 310.4514 m, v = 76.21891 m/s, a = 9.276019 m/s²
At t = 8, measurement: s = 313.92 m, noise ε = 0.8946 m
At t = 8, corrected state: s = 313.03793 m, v = 77.22877 m/s, a = 9.44006 m/s²
At t = 9, predicted state: s = 394.98672 m, v = 86.66882 m/s, a = 9.44006 m/s²
At t = 9, measurement: s = 397.31 m, noise ε = 0.69236 m
At t = 9, corrected state: s = 396.6648 m, v = 87.26297 m/s, a = 9.527418 m/s²
At t = 10, predicted state: s = 488.69147 m, v = 96.79039 m/s, a = 9.527418 m/s²
At t = 10, measurement: s = 490.5 m, noise ε = -0.33747 m
At t = 10, corrected state: s = 489.46213 m, v = 97.03994 m/s, a = 9.560934 m/s²
At t = 11, predicted state: s = 591.28253 m, v = 106.600876 m/s, a = 9.560934 m/s²
At t = 11, measurement: s = 593.51 m, noise ε = 0.75873 m
At t = 11, corrected state: s = 592.75964 m, v = 107.04147 m/s, a = 9.615404 m/s²
At t = 12, predicted state: s = 704.6088 m, v = 116.656876 m/s, a = 9.615404 m/s²
At t = 12, measurement: s = 706.32 m, noise ε = 0.18135 m
At t = 12, corrected state: s = 705.4952 m, v = 116.90193 m/s, a = 9.643473 m/s²
At t = 13, predicted state: s = 827.2188 m, v = 126.5454 m/s, a = 9.643473 m/s²
At t = 13, measurement: s = 828.94 m, noise ε = -0.015764 m
At t = 13, corrected state: s = 827.97705 m, v = 126.74077 m/s, a = 9.66432 m/s²
At t = 14, predicted state: s = 959.55 m, v = 136.40509 m/s, a = 9.66432 m/s²
At t = 14, measurement: s = 961.38 m, noise ε = 0.17869 m
At t = 14, corrected state: s = 960.39984 m, v = 136.6101 m/s, a = 9.684802 m/s²