Kalman Filters for Embedded Targets (in Rust)

This is the Rust port of my kalman-clib library, a microcontroller targeted Kalman filter implementation, as well as the libfixkalman C library for Q16.16 fixed-point Kalman filters. It uses micromath for square root calculations on no_std. Depending on the configuration, this crate may require 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.

no_std vs std

This crate builds as no_std by default. To build with std support, run:

cargo build --no-default-features

Examples

Q16.16 fixed-point

Run the fixed example with the fixed crate feature. This enables I16F16 type support, similar to the libfixkalman C library.

cargo run --example fixed --no-default-features --features=fixed

f32 floating-point

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

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