Introduction to The Kalman Filter through Experimental Physics

Abstract

This paper aims at introducing the Kalman’s filter to science and engineering undergraduate students by means of a simple experiment. It consists in the free fall of an umbrella equipped with a mobile phone from a height of a few-meters. Using the data provided by the accelerometer embedded in the phone, it is shown that the use of the Kalman filter allows determining the terminal velocity without the need of performing multiple repetitions of the experiment. Three methods for finding the covariance matrix of the control vector are tested, and their results are compared.