4,620 research outputs found
The geometry of low-rank Kalman filters
An important property of the Kalman filter is that the underlying Riccati
flow is a contraction for the natural metric of the cone of symmetric positive
definite matrices. The present paper studies the geometry of a low-rank version
of the Kalman filter. The underlying Riccati flow evolves on the manifold of
fixed rank symmetric positive semidefinite matrices. Contraction properties of
the low-rank flow are studied by means of a suitable metric recently introduced
by the authors.Comment: Final version published in Matrix Information Geometry, pp53-68,
Springer Verlag, 201
Contact-Aided Invariant Extended Kalman Filtering for Legged Robot State Estimation
This paper derives a contact-aided inertial navigation observer for a 3D
bipedal robot using the theory of invariant observer design. Aided inertial
navigation is fundamentally a nonlinear observer design problem; thus, current
solutions are based on approximations of the system dynamics, such as an
Extended Kalman Filter (EKF), which uses a system's Jacobian linearization
along the current best estimate of its trajectory. On the basis of the theory
of invariant observer design by Barrau and Bonnabel, and in particular, the
Invariant EKF (InEKF), we show that the error dynamics of the point
contact-inertial system follows a log-linear autonomous differential equation;
hence, the observable state variables can be rendered convergent with a domain
of attraction that is independent of the system's trajectory. Due to the
log-linear form of the error dynamics, it is not necessary to perform a
nonlinear observability analysis to show that when using an Inertial
Measurement Unit (IMU) and contact sensors, the absolute position of the robot
and a rotation about the gravity vector (yaw) are unobservable. We further
augment the state of the developed InEKF with IMU biases, as the online
estimation of these parameters has a crucial impact on system performance. We
evaluate the convergence of the proposed system with the commonly used
quaternion-based EKF observer using a Monte-Carlo simulation. In addition, our
experimental evaluation using a Cassie-series bipedal robot shows that the
contact-aided InEKF provides better performance in comparison with the
quaternion-based EKF as a result of exploiting symmetries present in the system
dynamics.Comment: Published in the proceedings of Robotics: Science and Systems 201
Nonlinear Attitude Filtering: A Comparison Study
This paper contains a concise comparison of a number of nonlinear attitude
filtering methods that have attracted attention in the robotics and aviation
literature. With the help of previously published surveys and comparison
studies, the vast literature on the subject is narrowed down to a small pool of
competitive attitude filters. Amongst these filters is a second-order optimal
minimum-energy filter recently proposed by the authors. Easily comparable
discretized unit quaternion implementations of the selected filters are
provided. We conduct a simulation study and compare the transient behaviour and
asymptotic convergence of these filters in two scenarios with different
initialization and measurement errors inspired by applications in unmanned
aerial robotics and space flight. The second-order optimal minimum-energy
filter is shown to have the best performance of all filters, including the
industry standard multiplicative extended Kalman filter (MEKF)
Invariant EKF Design for Scan Matching-aided Localization
Localization in indoor environments is a technique which estimates the
robot's pose by fusing data from onboard motion sensors with readings of the
environment, in our case obtained by scan matching point clouds captured by a
low-cost Kinect depth camera. We develop both an Invariant Extended Kalman
Filter (IEKF)-based and a Multiplicative Extended Kalman Filter (MEKF)-based
solution to this problem. The two designs are successfully validated in
experiments and demonstrate the advantage of the IEKF design
A detectability criterion and data assimilation for non-linear differential equations
In this paper we propose a new sequential data assimilation method for
non-linear ordinary differential equations with compact state space. The method
is designed so that the Lyapunov exponents of the corresponding estimation
error dynamics are negative, i.e. the estimation error decays exponentially
fast. The latter is shown to be the case for generic regular flow maps if and
only if the observation matrix H satisfies detectability conditions: the rank
of H must be at least as great as the number of nonnegative Lyapunov exponents
of the underlying attractor. Numerical experiments illustrate the exponential
convergence of the method and the sharpness of the theory for the case of
Lorenz96 and Burgers equations with incomplete and noisy observations
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