I'm working with GPS data, getting values every second and displaying current position on a map. The problem is that sometimes (specially when accuracy is low) the values vary a lot, making the current position to "jump" between distant points in the map.
I was wondering about some easy enough method to avoid this. As a first idea, I thought about discarding values with accuracy beyond certain threshold, but I guess there are some other better ways to do. What's the usual way programs perform this?
Best Answer
Here's a simple Kalman filter that could be used for exactly this situation. It came from some work I did on Android devices.
General Kalman filter theory is all about estimates for vectors, with the accuracy of the estimates represented by covariance matrices. However, for estimating location on Android devices the general theory reduces to a very simple case. Android location providers give the location as a latitude and longitude, together with an accuracy which is specified as a single number measured in metres. This means that instead of a covariance matrix, the accuracy in the Kalman filter can be measured by a single number, even though the location in the Kalman filter is a measured by two numbers. Also the fact that the latitude, longitude and metres are effectively all different units can be ignored, because if you put scaling factors into the Kalman filter to convert them all into the same units, then those scaling factors end up cancelling out when converting the results back into the original units.
The code could be improved, because it assumes that the best estimate of current location is the last known location, and if someone is moving it should be possible to use Android's sensors to produce a better estimate. The code has a single free parameter Q, expressed in metres per second, which describes how quickly the accuracy decays in the absence of any new location estimates. A higher Q parameter means that the accuracy decays faster. Kalman filters generally work better when the accuracy decays a bit quicker than one might expect, so for walking around with an Android phone I find that Q=3 metres per second works fine, even though I generally walk slower than that. But if travelling in a fast car a much larger number should obviously be used.