In this article, we shall see how the ** Bayesian Kalman Filter** can be used to predict positions of some moving particles / objects in 2D.

This article is inspired by a programming assignment from the

The following equations / algorithms are going to be used to compute the *Bayesian state updates* for the **Kalman** Filter.

For the first set of experiments, a few 2D Brownian Motion like movements are simulated for a particle.

- The noisy position measurements of the particle are captured at different time instants (by adding random Gaussian noise).
- Next,
is used to predict the particle’s position at different time instants, assuming different position, velocity and measurement uncertainty parameter values.**Kalman**Filter - Both the
*actual trajectory*and*KF-predicted trajectory*of the particle are shown in the following figures / animations. - The positional uncertainty (as
*2D-Gaussian distribution*) assumed by the Kalman Filter is also shown as gray / black*contour*(for different values of uncertainties).

The next set of figures / animations show how the position of a moving bug is tracked using **Kalman** Filter.

- First the noisy measurements of the positions of the bug are obtained at different time instants.
- Next the correction steps and then the prediction steps are applied, after assuming some uncertainties in position, velocity and the measurements with some Gaussian distributions.

- The position of the bug as shown in the figure above is moving in the
*x*and*y*direction*randomly*in a grid defined by the*rectangle [-100,100]x[-100,100]*. - The next figure shows how different iterations for the Kalman
predicts and corrects the**Filter***noisy position observations*. The*uncertain*motion modelincreases the*p(x_t|x_{t-1})**spread*of the contour. We observe a noisy position estimateThe contour of the**z_t**.*corrected*positionhas less spread than both the**p(x_t)***observation*and the motion**p(z_t|x_t)**adjusted state.*p(x_t|x_{t-1})*

Next the ** GPS dataset **from the

- Again some noisy measurement is simulated by adding random noise to the original data.
- Then the
**Kalman**Filter is again used to predict the vehicle’s position at different time instants, assuming different position, velocity and measurement uncertainties. - The position and measurement uncertainties (σ_p, σ_m) are in terms of latitude / longitude values, where uncertainty in the motion model is σ_v.
- Both the
*actual trajectory*and*KF-predicted trajectory*of the vehicle are shown in the following figures / animations. - As expected, the more the uncertainties in the position / motion model, the more the actual trajectory differs from the KF-predicted one.

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