Dual Quaternion Sample Reduction for SE(2) Estimation

We present a novel sample reduction scheme for random variables belonging to the SE(2) group by means of Dirac mixture approximation. For this, dual quaternions are employed to represent uncertain planar transformations. The Cramér–von Mises distance is modified as a smooth metric to measure the statistical distance between Dirac mixtures on the manifold of planar dual quaternions. Samples of reduced size are then obtained by minimizing the probability divergence via Riemannian optimization while interpreting the correlation between rotation and translation. We further deploy the proposed scheme for nonparametric modeling of estimates for nonlinear SE(2) estimation. Simulations show superior tracking performance of the sample reduction-based filter compared with Monte Carlo-based as well as parametric model-based planar dual quaternion filters

FLUX: Progressive State Estimation Based on Zakai-type Distributed Ordinary Differential Equations

We propose a homotopy continuation method called FLUX for approximating complicated probability density functions. It is based on progressive processing for smoothly morphing a given density into the desired one. Distributed ordinary differential equations (DODEs) with an artificial time γ∈[0,1] are derived for describing the evolution from the initial density to the desired final density. For a finite-dimensional parametrization, the DODEs are converted to a system of ordinary differential equations (SODEs), which are solved for γ∈[0,1] and return the desired result for γ=1. This includes parametric representations such as Gaussians or Gaussian mixtures and nonparametric setups such as sample sets. In the latter case, we obtain a particle flow between the two densities along the artificial time. FLUX is applied to state estimation in stochastic nonlinear dynamic systems by gradual inclusion of measurement information. The proposed approximation method (1) is fast, (2) can be applied to arbitrary nonlinear systems and is not limited to additive noise, (3) allows for target densities that are only known at certain points, (4) does not require optimization, (5) does not require the solution of partial differential equations, and (6) works with standard procedures for solving SODEs. This manuscript is limited to the one-dimensional case and a fixed number of parameters during the progression. Future extensions will include consideration of higher dimensions and on the fly adaption of the number of parameters

Deterministic Sampling for Nonlinear Dynamic State Estimation

The goal of this work is improving existing and suggesting novel filtering algorithms for nonlinear dynamic state estimation. Nonlinearity is considered in two ways: First, propagation is improved by proposing novel methods for approximating continuous probability distributions by discrete distributions defined on the same continuous domain. Second, nonlinear underlying domains are considered by proposing novel filters that inherently take the underlying geometry of these domains into account