ethz-asl / rotors_simulator

RotorS is a UAV gazebo simulator
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Random walk noise typo? #335

Closed jgoppert closed 7 years ago

jgoppert commented 7 years ago

This is a repost of https://github.com/PX4/sitl_gazebo/pull/73 but the code is the same in both repos.

I believe there is a typo, you can confirm by comparing to Maybeck (vol. 1 pg 173)

Maybeck: Qd = Q*/(2T) * [ 1 - e^(-2dt/T)]
Our equation: Qd = QT/2 * [ 1 - e^(-2*dt/T)]

I discovered this through Allan Variance plots and the original plots were highly impacted by random walk. We were effectively multiplying the random walk standard deviation by the correlation time constant (300).

You can see plots of the comparison here from running each for 10 minutes:

https://github.com/jgoppert/iekf_analysis/blob/master/Noise%20Fix.ipynb

patch:

https://github.com/PX4/sitl_gazebo/pull/73/commits/643d42cf436265abbdeda2917834f59c99768b42

burrimi commented 7 years ago

see https://github.com/PX4/sitl_gazebo/pull/73