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This paper investigates the problem of inertial navigation system (INS) filter design through the lens of symmetry. The extended Kalman filter (EKF) and its variants have been the staple of INS filtering for 50 years. However, recent…
We analyze the convergence aspects of the invariant extended Kalman filter (IEKF), when the latter is used as a deterministic non-linear observer on Lie groups, for continuous-time systems with discrete observations. One of the main…
In this paper, the spacecraft attitude estimation problem has been investigated making use of the concept of matrix Lie group. Through formulation of the attitude and gyroscope bias as elements of SE(3), the corresponding extended Kalman…
Autonomous surface vessels (ASVs) are increasingly vital for marine science, offering robust platforms for underwater mapping and inspection. Accurate state estimation, particularly of vehicle pose, is paramount for precise seafloor…
Inertial motion capture systems widely use low-cost IMUs to obtain the orientation of human body segments, but these sensors alone are unable to estimate link positions. Therefore, this research used a SLAM method in conjunction with…
This paper proposes to use a newly-derived transformed inertial navigation system (INS) mechanization to fuse INS with other complementary navigation systems. Through formulating the attitude, velocity and position as one group state of…
The manifold extended Kalman filter (Manifold EKF) has found extensive application for attitude determination. Magnetometers employed as sensors for such attitude determination are easily prone to disturbances by their sensitivity to…
This article is an exhaustive revision of concepts and formulas related to quaternions and rotations in 3D space, and their proper use in estimation engines such as the error-state Kalman filter. The paper includes an in-depth study of the…
The widely-used Extended Kalman Filter (EKF) provides a straightforward recipe to estimate the mean and covariance of the state given all past measurements in a causal and recursive fashion. For a wide variety of applications, the EKF is…
This study presents an innovative hybrid Visual-Inertial Odometry (VIO) method for Unmanned Aerial Vehicles (UAVs) that is resilient to environmental challenges and capable of dynamically assessing sensor reliability. Built upon a loosely…
Inertial Navigation Systems (INS) are algorithms that fuse inertial measurements of angular velocity and specific acceleration with supplementary sensors including GNSS and magnetometers to estimate the position, velocity and attitude, or…
Recent advances in counter-adversarial systems have garnered significant research attention to inverse filtering from a Bayesian perspective. For example, interest in estimating the adversary's Kalman filter tracked estimate with the…
The Extended Kalman Filter (EKF) is both the historical algorithm for multi-sensor fusion and still state of the art in numerous industrial applications. However, it may prove inconsistent in the presence of unobservability under a group of…
LiDAR odometry is a pivotal technology in the fields of autonomous driving and autonomous mobile robotics. However, most of the current works focus on nonlinear optimization methods, and still existing many challenges in using the…
Invariant Extended Kalman Filter (IEKF) has been successfully applied in Visual-inertial Odometry (VIO) as an advanced achievement of Kalman filter, showing great potential in sensor fusion. In this paper, we propose partial IEKF (PIEKF),…
Pose estimation is important for robotic perception, path planning, etc. Robot poses can be modeled on matrix Lie groups and are usually estimated via filter-based methods. In this paper, we establish the closed-form formula for the error…
The task of strapdown inertial navigation system (SINS) initial alignment is to calculate the attitude transformation matrix from body frame to navigation frame. In this paper, such attitude transformation matrix is divided into two parts…
This paper derives the extended Kalman filter (EKF) for continuous-time systems on matrix Lie groups observed through discrete-time measurements. By modeling the system noise on the Lie algebra and adopting a Stratonovich interpretation for…
Unmanned vehicle navigation concerns estimating attitude, position, and linear velocity of the vehicle the six degrees of freedom (6 DoF). It has been known that the true navigation dynamics are highly nonlinear modeled on the Lie Group of…
This paper introduces the ensemble directional Kalman filter (EnDKF), an ensemble-based Kalman filtering approach for pose tracking that jointly estimates an object's position and attitude using ideas from directional statistics. The EnDKF…