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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…

Robotics · Computer Science 2019-03-14 Martin Brossard , Axel Barrau , Silvère Bonnabel

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…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Lubin Chang

The extended Kalman filter (EKF) has been the industry standard for state estimation problems over the past sixty years. The classical formulation of the EKF is posed for nonlinear systems defined on global Euclidean spaces. The design…

Systems and Control · Electrical Eng. & Systems 2025-06-09 Yixiao Ge , Pieter van Goor , Robert Mahony

This paper presents an algorithm to improve state estimation for legged robots. Among existing model-based state estimation methods for legged robots, the contact-aided invariant extended Kalman filter defines the state on a Lie group to…

Robotics · Computer Science 2026-01-29 Seokju Lee , Hyun-Bin Kim , Kyung-Soo Kim

Accurate estimation of noise parameters is critical for optimal filter performance, especially in systems where true noise parameter values are unknown or time-varying. This article presents a quaternion left-invariant extended Kalman…

Signal Processing · Electrical Eng. & Systems 2025-12-09 Yash Pandey , Rahul Bhattacharyya , Yatindra Nath Singh

Visual-Inertial Odometry (VIO) is the problem of estimating a robot's trajectory by combining information from an inertial measurement unit (IMU) and a camera, and is of great interest to the robotics community. This paper develops a novel…

Robotics · Computer Science 2026-01-19 Pieter van Goor , Robert Mahony

Attitude estimation is crucial in aerospace engineering, robotics, and virtual reality applications, but faces difficulties due to nonlinear system dynamics and sensor limitations. This paper addresses the challenge of attitude estimation…

Signal Processing · Electrical Eng. & Systems 2024-10-22 Yash Pandey , Rahul Bhattacharyya , Yatindra Nath Singh

Autonomous mobile robots operating in novel environments depend critically on accurate state estimation, often utilizing visual and inertial measurements. Recent work has shown that an invariant formulation of the extended Kalman filter…

Robotics · Computer Science 2025-10-06 Abdullah Altawaitan , Jason Stanley , Sambaran Ghosal , Thai Duong , Nikolay Atanasov

In many machine learning tasks it is desirable that a model's prediction transforms in an equivariant way under transformations of its input. Convolutional neural networks (CNNs) implement translational equivariance by construction; for…

Machine Learning · Computer Science 2018-03-20 Maurice Weiler , Fred A. Hamprecht , Martin Storath

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

This paper illustrates the way for estimating position and orientation of a vehicle with an Extended Kalman Filter (EKF). For this purpose a non-linear model is designed and an adaptive calculation of measurement noise covariance matrix is…

Systems and Control · Electrical Eng. & Systems 2021-08-26 Reiner Marchthaler

Maintaining consistent uncertainty estimates in localization systems is crucial as the perceived uncertainty commonly affects high-level system components, such as control or decision processes. A method for constructing an…

Robotics · Computer Science 2024-08-20 Chuan Huang , Gustaf Hendeby , Isaac Skog

Counter-adversarial system design problems have lately motivated the development of inverse Bayesian filters. For example, inverse Kalman filter (I-KF) has been recently formulated to estimate the adversary's Kalman-filter-tracked estimates…

Optimization and Control · Mathematics 2023-08-11 Himali Singh , Arpan Chattopadhyay , Kumar Vijay Mishra

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…

Optimization and Control · Mathematics 2023-08-15 Himali Singh , Arpan Chattopadhyay , Kumar Vijay Mishra

The fusion between an inertial navigation system and global navigation satellite systems is regularly used in many platforms such as drones, land vehicles, and marine vessels. The fusion is commonly carried out in a model-based extended…

Systems and Control · Electrical Eng. & Systems 2022-09-05 Barak Or , Itzik Klein

To achieve robust and accurate state estimation for robot navigation, we propose a novel Visual Inertial Odometry(VIO) algorithm with line features upon the theory of invariant Kalman filtering and Cubature Kalman Filter (CKF). In contrast…

Robotics · Computer Science 2019-12-30 Deli Yan , Chunhui Wu , Weiming Wang , Yu Song , Shaohua Li

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…

Robotics · Computer Science 2022-06-22 Xinghan Li , Haodong Jiang , Xingyu Chen , He Kong , Junfeng Wu

Nonlinear extensions of the Kalman filter (KF), such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are indispensable for state estimation in complex dynamical systems, yet the conditions for a nonlinear KF to…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Shida Jiang , Jaewoong Lee , Shengyu Tao , Scott Moura

A filter for inertial-based odometry is a recursive method used to estimate the pose from measurements of ego-motion and relative pose. Currently, there is no known filter that guarantees the computation of a globally optimal solution for…

Robotics · Computer Science 2024-02-08 Xinghan Li , Haoying Li , Guangyang Zeng , Qingcheng Zeng , Xiaoqiang Ren , Chao Yang , Junfeng Wu

This paper presents a cost-effective inertial pedestrian dead reckoning method for the bipedal robot in the GPS-denied environment. Each time when the inertial measurement unit (IMU) is on the stance foot, a stationary pseudo-measurement…

Robotics · Computer Science 2025-08-18 Jingran Zhang , Zhengzhang Yan , Yiming Chen , Zeqiang He , Jiahao Chen