Observers for invariant systems on Lie groups with biased input measurements and homogeneous outputs

This paper provides a new observer design methodology for invariant systems whose state evolves on a Lie group with outputs in a collection of related homogeneous spaces and where the measurement of system input is corrupted by an unknown constant bias. The key contribution of the paper is to study the combined state and input bias estimation problem in the general setting of Lie groups, a question for which only case studies of specific Lie groups are currently available. We show that any candidate observer (with the same state space dimension as the observed system) results in non-autonomous error dynamics, except in the trivial case where the Lie-group is Abelian. This precludes the application of the standard non-linear observer design methodologies available in the literature and leads us to propose a new design methodology based on employing invariant cost functions and general gain mappings. We provide a rigorous and general stability analysis for the case where the underlying Lie group allows a faithful matrix representation. We demonstrate our theory in the example of rigid body pose estimation and show that the proposed approach unifies two competing pose observers published in prior literature.Comment: 11 page

State Estimation for Systems on Lie Groups with Nonideal Measurements

This thesis considers the state estimation problem for invariant systems on Lie groups with inputs in its associated Lie algebra and outputs in homogeneous spaces of the Lie group. A particular focus of this thesis is the development of state estimation methodologies for systems with nonideal measurements, especially systems with additive input measurement bias, output measurement delay, and sampled outputs. The main contribution of the thesis is to effectively employ the symmetries of the system dynamics and to benefit from the Lie group structure of the underlying state space in order to design robust state estimators that are computationally simple and are ideal for embedded applications in robotic systems. We address the input measurement bias problem by proposing a novel nonlinear observer to adaptively eliminate the input measurement bias. Despite the nonlinear and non-autonomous nature of the resulting error dynamics and the complexity of the underlying state space, the proposed observer exhibits asymptotic/exponential convergence of the state and bias estimation errors to zero. To tackle the output measurement delay problem, we propose novel dynamic predictors used in an observer-predictor arrangement. The observer provides estimates of the delayed state using the delayed output measurements and the predictor takes those estimates, compensates for the delay, and provides predictions of the current state. Separately, we propose output predictors employed in a predictor-observer arrangement to address the problem of sampled output measurements. The output predictors take the sampled measurements and provide continuous predictions of the current outputs. Feeding the predicted outputs into the observer yields estimates of the current state. Both methods rely on the invariance of the underlying system dynamics to recursively provide predictions with low computation requirements. We demonstrate applications of the theory with examples of attitude, velocity, and position estimation on SO(3) and SE(3). A key contribution of this thesis is the development of C++ libraries in an embedded implementation as well as experimental verification of the developed theory with real flight tests using model UAVs

Gradient-like observer design on the Special Euclidean group SE(3) with system outputs on the real projective space

A nonlinear observer on the Special Euclidean group $\mathrm{SE(3)}$ for full pose estimation, that takes the system outputs on the real projective space directly as inputs, is proposed. The observer derivation is based on a recent advanced theory on nonlinear observer design. A key advantage with respect to existing pose observers on $\mathrm{SE(3)}$ is that we can now incorporate in a unique observer different types of measurements such as vectorial measurements of known inertial vectors and position measurements of known feature points. The proposed observer is extended allowing for the compensation of unknown constant bias present in the velocity measurements. Rigorous stability analyses are equally provided. Excellent performance of the proposed observers are shown by means of simulations

Observability, Identifiability and Sensitivity of Vision-Aided Navigation

We analyze the observability of motion estimates from the fusion of visual and inertial sensors. Because the model contains unknown parameters, such as sensor biases, the problem is usually cast as a mixed identification/filtering, and the resulting observability analysis provides a necessary condition for any algorithm to converge to a unique point estimate. Unfortunately, most models treat sensor bias rates as noise, independent of other states including biases themselves, an assumption that is patently violated in practice. When this assumption is lifted, the resulting model is not observable, and therefore past analyses cannot be used to conclude that the set of states that are indistinguishable from the measurements is a singleton. In other words, the resulting model is not observable. We therefore re-cast the analysis as one of sensitivity: Rather than attempting to prove that the indistinguishable set is a singleton, which is not the case, we derive bounds on its volume, as a function of characteristics of the input and its sufficient excitation. This provides an explicit characterization of the indistinguishable set that can be used for analysis and validation purposes