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Choosing a nonlinear state estimator for an application often involves a trade-off between local optimality (such as provided by an extended Kalman filter) and (almost-/semi-) global asymptotic stability (such as provided by a constructive…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Pieter van Goor , Robert Mahony

Pose estimation is a crucial problem in simultaneous localization and mapping (SLAM). However, developing a robust and consistent state estimator remains a significant challenge, as the traditional extended Kalman filter (EKF) struggles to…

Robotics · Computer Science 2025-03-05 Anbo Tao , Yarong Luo , Chunxi Xia , Chi Guo , Xingxing Li

This letter re-visits the problem of visual-inertial navigation system (VINS) and presents a novel filter design we dub the multi state constraint equivariant filter (MSCEqF, in analogy to the well known MSCKF). We define a symmetry group…

Robotics · Computer Science 2023-11-21 Alessandro Fornasier , Pieter van Goor , Eren Allak , Robert Mahony , Stephan Weiss

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…

Robotics · Computer Science 2023-03-28 Stephanie Tsuei , Stefano Soatto , Paulo Tabuada , Mark B. Milam

Invariant extended Kalman filter (InEKF) possesses excellent trajectory-independent property and better consistency compared to conventional extended Kalman filter (EKF). However, when applied to scenarios involving both global-frame and…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Jiale Han , Wei Ouyang , Maoran Zhu , Yuanxin Wu

Inconsistency issue is one crucial challenge for the performance of extended Kalman filter (EKF) based methods for state estimation problems, which is mainly affected by the discrepancy of observability between the EKF model and the…

Robotics · Computer Science 2024-12-17 Yang Song , Liang Zhao , Shoudong Huang

We derive symmetry preserving invariant extended Kalman filters (IEKF) on matrix Lie groups. These Kalman filters have an advantage over conventional extended Kalman filters as the error dynamics for such filters are independent of the…

Optimization and Control · Mathematics 2020-01-01 Karmvir Singh Phogat , Dong Eui Chang

Legged robots require knowledge of pose and velocity in order to maintain stability and execute walking paths. Current solutions either rely on vision data, which is susceptible to environmental and lighting conditions, or fusion of…

Robotics · Computer Science 2019-11-13 Ross Hartley , Maani Ghaffari , Ryan M. Eustice , Jessy W. Grizzle

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…

Systems and Control · Electrical Eng. & Systems 2025-06-03 Finn G. Maurer , Erlend A. Basso , Henrik M. Schmidt-Didlaukies , Torleiv H. Bryne

The design of navigation observers able to simultaneously estimate the position, linear velocity and orientation of a vehicle in a three-dimensional space is crucial in many robotics and aerospace applications. This problem was mainly dealt…

Optimization and Control · Mathematics 2020-09-21 Miaomiao Wang , Abdelhamid Tayebi

In this paper, we first review the theory of symmetry-preserving observers and we mention some recent results. Then, we apply the theory to Extended Kalman Filter-based Simultaneous Localization and Mapping (EKF SLAM). It allows to derive a…

Optimization and Control · Mathematics 2011-05-12 Silvere Bonnabel

Linear observed systems on groups encode the geometry of a variety of practical state estimation problems. In this paper, we propose an observer framework for a class of linear observed systems by restricting a bi-invariant system on a Lie…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Changwu Liu , Yuan Shen

Radar-Inertial Odometry (RIO) based on the Extended Kalman Filter (EKF) relies on accurate extrinsic calibration between the radar and the Inertial Measurement Unit (IMU) and is sensitive to disturbances, as large linearization errors can…

We propose a nonlinear observer to estimate the state (orientation and in-plane velocity vector) of the quadrotor, based on a drag-force-enhanced model. It is an alternative to recent works using a similar model together with an Extended…

Optimization and Control · Mathematics 2016-04-13 Philippe Martin , Ioannis Sarras

In this paper we give a geometrical framework for the design of observers on finite-dimensional Lie groups for systems which possess some specific symmetries. The design and the error (between true and estimated state) equation are explicit…

Optimization and Control · Mathematics 2016-11-15 S. Bonnabel , P. Martin , P. Rouchon

A method of designing observers and observer-based tracking controllers is proposed for nonlinear systems on manifolds via embedding into Euclidean space and transversal stabilization. Given a system on a manifold, we first embed the…

Optimization and Control · Mathematics 2018-06-19 Dong Eui Chang

This work presents a notion of strong detectability for linear time varying systems affected by unknown inputs. It is shown that this notion is equivalent to detectability of an auxiliary system without unknown inputs. This allows a…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Markus Tranninger , Richard Seeber , Juan G. Rueda-Escobedo , Martin Horn

This paper proposes an Extended-Kalman-Filter-like observer for parameter estimation during synchronization of chaotic systems. The exponential stability of the observer is guaranteed by a persistent excitation condition. This approach is…

Chaotic Dynamics · Physics 2017-06-21 L. Torres

The kinematics of many control systems, especially in the robotics field, naturally live on smooth manifolds. Most classical state-estimation algorithms, including the extended Kalman filter, are posed on Euclidean space. Although any…

Systems and Control · Electrical Eng. & Systems 2023-09-13 Yixiao Ge , Pieter van Goor , Robert Mahony

Equivariances provide useful inductive biases in neural network modeling, with the translation equivariance of convolutional neural networks being a canonical example. Equivariances can be embedded in architectures through weight-sharing…

Machine Learning · Computer Science 2022-11-15 Tycho F. A. van der Ouderaa , David W. Romero , Mark van der Wilk