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Successful control of a rigid-body rotating in three dimensional space requires accurate estimation of its attitude. The attitude dynamics are highly nonlinear and are posed on the Special Orthogonal Group $SO(3)$. In addition, measurements…

Systems and Control · Electrical Eng. & Systems 2021-11-10 Hashim A. Hashim , Mohammed Abouheaf , Kyriakos G. Vamvoudakis

This work proposes a nonlinear stochastic filter evolved on the Special Orthogonal Group SO(3) as a solution to the attitude filtering problem. One of the most common potential functions for nonlinear deterministic attitude observers is…

Optimization and Control · Mathematics 2019-01-23 Hashim A. Hashim , Lyndon J. Brown , Kenneth McIsaac

In his 2005 paper, S.T. Smith proposed an intrinsic Cram\'er-Rao bound on the variance of estimators of a parameter defined on a Riemannian manifold. In the present technical note, we consider the special case where the parameter lives in a…

Systems and Control · Computer Science 2015-09-17 Silvère Bonnabel , Axel Barrau

This paper introduces two novel nonlinear stochastic attitude estimators developed on the Special Orthogonal Group \mathbb{SO}\left(3\right) with the tracking error of the normalized Euclidean distance meeting predefined transient and…

Systems and Control · Electrical Eng. & Systems 2020-06-23 Hashim A. Hashim

This paper presents a new performance bound for estimation problems where the parameter to estimate lies in a Riemannian manifold (a smooth manifold endowed with a Riemannian metric) and follows a given prior distribution. In this setup,…

Statistics Theory · Mathematics 2024-09-10 Florent Bouchard , Alexandre Renaux , Guillaume Ginolhac , Arnaud Breloy

The quantum Cram\'er-Rao bound is a cornerstone of modern quantum metrology, as it provides the ultimate precision in parameter estimation. In the multiparameter scenario, this bound becomes a matrix inequality, which can be cast to a…

Quantum Physics · Physics 2021-09-15 Aaron Z. Goldberg , Luis L. Sánchez-Soto , Hugo Ferretti

This paper proposes two novel nonlinear attitude filters evolved directly on the Special Orthogonal Group SO(3) able to ensure prescribed measures of transient and steady-state performance. The tracking performance of the normalized…

Optimization and Control · Mathematics 2019-01-24 Hashim A. Hashim , Lyndon J. Brown , Kenneth McIsaac

This paper proposes a probabilistic approach to the problem of intrinsic filtering of a system on a matrix Lie group with invariance properties. The problem of an invariant continuous-time model with discrete-time measurements is cast into…

Systems and Control · Computer Science 2016-02-22 Axel Barrau , Silvere Bonnabel

The problem of $H_{\infty}$ filtering for attitude estimation using rotation matrices and vector measurements is studied. Starting from a storage function on the Special Orthogonal Group $SO(3)$, a dissipation inequality is considered, and…

Systems and Control · Electrical Eng. & Systems 2022-01-25 Farooq Aslam , Muhammad Farooq Haydar

Two nonlinear stochastic complimentary filters are developed on SO(3). They guarantee that errors in the Rodriguez vector and estimates are semi-globally uniformly ultimately bounded in mean square, and they converge to a small neighborhood…

Optimization and Control · Mathematics 2020-05-26 Hashim A. Hashim , Lyndon J. Brown , Kenneth McIsaac

We revisit the nonlinear complimentary filter on $SO(3)$, previously proposed in the literature, and provide the (time-explicit) solution to the matrix ODE governing the attitude estimation error in the absence of measurement errors. The…

Optimization and Control · Mathematics 2017-02-24 Soulaimane Berkane , Abdelhamid Tayebi

We revisit the problem of computing submatrices of the Cram\'er-Rao bound (CRB), which lower bounds the variance of any unbiased estimator of a vector parameter $\vth$. We explore iterative methods that avoid direct inversion of the Fisher…

Information Theory · Computer Science 2015-06-04 Paul Tune

We propose a statistical framework for the problem of parameter estimation from a noisy optomechanical system. The Cram\'er-Rao lower bound on the estimation errors in the long-time limit is derived and compared with the errors of…

Optics · Physics 2013-10-31 Shan Zheng Ang , Glen I. Harris , Warwick P. Bowen , Mankei Tsang

This paper proposes a novel geometric nonlinear filter for attitude and bias estimation on the Special Orthogonal Group $SO(3)$ using matrix measurements. The structure of the proposed filter is similar to that of the continuous-time…

Systems and Control · Electrical Eng. & Systems 2025-03-12 Farooq Aslam , Muhammad Farooq Haydar , Suhail Akhtar

In order to provide a guaranteed precision and a more accurate judgement about the true value of the Cram\'{e}r-Rao bound and its scaling behavior, an upper bound (equivalently a lower bound on the quantum Fisher information) for precision…

Quantum Physics · Physics 2017-05-04 R. Yousefjani , S. Salimi , A. S. Khorashad

In this article we introduce the use of recently developed min/max-plus techniques in order to solve the optimal attitude estimation problem in filtering for nonlinear systems on the special orthogonal (SO(3)) group. This work helps obtain…

Optimization and Control · Mathematics 2012-11-08 Srinivas Sridharan , William M. McEneaney

In some estimation problems, not all the parameters can be identified, which results in singularity of the Fisher Information Matrix (FIM). The Cram\'er-Rao Bound (CRB), which is the inverse of the FIM, is then not defined. To regularize…

Information Theory · Computer Science 2018-07-24 Elisabeth de Carvalho , Dirk Slock

We revisit the gradient based nonlinear attitude complementary filters (observers) on the Special Orthogonal group SO(3) and provide explicit solutions of the norm of the attitude estimation error dynamics. One smooth and two non-smooth…

Optimization and Control · Mathematics 2016-12-22 Soulaimane Berkane , Abdelhamid Tayebi

This paper presents a Cramer-Rao bound (CRB) for the estimation of parameters confined to an arbitrary set. Unlike existing results that rely on equality or inequality constraints, manifold structures, or the nonsingularity of the Fisher…

Signal Processing · Electrical Eng. & Systems 2026-01-28 Heedong Do , Angel Lozano

Quantum state estimation is a fundamental task in quantum information theory, where one estimates real parameters continuously embedded in a family of quantum states. In the theory of quantum state estimation, the widely used Cram\'er Rao…

Quantum Physics · Physics 2025-07-23 Masahito Hayashi , Yingkai Ouyang
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