Exactly Sparse Delayed-State Filters

This paper presents the novel insight that the SLAM information matrix is exactly sparse in a delayed-state framework. Such a framework is used in view-based representations of the environment which rely upon scan-matching raw sensor data. Scan-matching raw data results in virtual observations of robot motion with respect to a place its previously been. The exact sparseness of the delayed-state information matrix is in contrast to other recent feature based SLAM information algorithms like Sparse Extended Information Filters or Thin Junction Tree Filters. These methods have to make approximations in order to force the feature-based SLAM information matrix to be sparse. The benefit of the exact sparseness of the delayed-state framework is that it allows one to take advantage of the information space parameterization without having to make any approximations. Therefore, it can produce equivalent results to the “full-covariance” solution.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/86061/1/reustice-29.pd

Exactly Sparse Delayed-State Filters for View-Based SLAM

This paper reports the novel insight that the simultaneous localization and mapping (SLAM) information matrix is exactly sparse in a delayed-state framework. Such a framework is used in view-based representations of the environment that rely upon scan-matching raw sensor data to obtain virtual observations of robot motion with respect to a place it has previously been. The exact sparseness of the delayed-state information matrix is in contrast to other recent feature-based SLAM information algorithms, such as sparse extended information filter or thin junction-tree filter, since these methods have to make approximations in order to force the feature-based SLAM information matrix to be sparse. The benefit of the exact sparsity of the delayed-state framework is that it allows one to take advantage of the information space parameterization without incurring any sparse approximation error. Therefore, it can produce equivalent results to the full-covariance solution. The approach is validated experimentally using monocular imagery for two datasets: a test-tank experiment with ground truth, and a remotely operated vehicle survey of the RMS Titanic.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/86062/1/reustice-25.pd

Securing state reconstruction under sensor and actuator attacks: Theory and design

This paper discusses the problem of reconstructing the state of a linear time invariant system when some of its actuators and sensors are compromised by an adversarial agent. In the model considered in this paper, the adversarial agent attacks an input (output) by manipulating its value arbitrarily, i.e., we impose no constraints (statistical or otherwise) on how control commands (sensor measurements) are changed by the adversary other than a bound on the number of attacked actuators and sensors In the first part of this paper, we introduce the notion of sparse strong observability and we show that is a necessary and sufficient condition for correctly reconstructing the state despite the considered attacks. In the second half of this work, we propose an observer to harness the complexity of this intrinsically combinatorial problem, by leveraging satisfiability modulo theory solving. Numerical simulations illustrate the effectiveness and scalability of our observer

Batch Nonlinear Continuous-Time Trajectory Estimation as Exactly Sparse Gaussian Process Regression

In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is viewed as a one-dimensional GP, with time as the independent variable. Our continuous-time prior can be defined by any nonlinear, time-varying stochastic differential equation driven by white noise; this allows the possibility of smoothing our trajectory estimates using a variety of vehicle dynamics models (e.g., `constant-velocity'). We show that this class of prior results in an inverse kernel matrix (i.e., covariance matrix between all pairs of measurement times) that is exactly sparse (block-tridiagonal) and that this can be exploited to carry out GP regression (and interpolation) very efficiently. When the prior is based on a linear, time-varying stochastic differential equation and the measurement model is also linear, this GP approach is equivalent to classical, discrete-time smoothing (at the measurement times); when a nonlinearity is present, we iterate over the whole trajectory to maximize accuracy. We test the approach experimentally on a simultaneous trajectory estimation and mapping problem using a mobile robot dataset.Comment: Submitted to Autonomous Robots on 20 November 2014, manuscript # AURO-D-14-00185, 16 pages, 7 figure