Adaptive Extended Kalman Filter (ROSE-Filter) for Positioning System

This paper illustrates the way for estimating position and orientation of a vehicle with an Extended Kalman Filter (EKF). For this purpose a non-linear model is designed and an adaptive calculation of measurement noise covariance matrix is used, a so called ROSE-Filter (Rapid Ongoing Stochastic covariance Estimation-Filter). Input of the system is the measured position from a two dimensional position system. Estimated is the pose (position and orientation) and the velocity of the vehicle.