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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…

The traditional GNSS-aided inertial navigation system (INS) usually exploits the extended Kalman filter (EKF) for state estimation, and the initial attitude accuracy is key to the filtering performance. To spare the reliance on the initial…

Systems and Control · Electrical Eng. & Systems 2023-11-16 Wei Ouyang , Yutian Wang , Yuanxin Wu

The kinematics of many nonlinear control systems, especially in the robotics field, admit a transitive Lie-group symmetry, which is useful in high performance observer design. The recently proposed equivariant filter (EqF) exploits…

Systems and Control · Electrical Eng. & Systems 2022-09-13 Yixiao Ge , 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 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

This paper focuses on designing a consistent and efficient filter for map-based visual-inertial localization. First, we propose a new Lie group with its algebra, based on which a novel invariant extended Kalman filter (invariant EKF) is…

Robotics · Computer Science 2022-04-27 Zhuqing Zhang , Yang Song , Shoudong Huang , Rong Xiong , Yue Wang

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

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

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…

Robotics · Computer Science 2025-06-13 Derek Benham , Easton Potokar , Joshua G. Mangelson

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

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…

Systems and Control · Computer Science 2015-10-20 Axel Barrau , Silvère Bonnabel

Understanding human motion is of critical importance for health monitoring and control of assistive robots, yet many human kinematic variables cannot be directly or accurately measured by wearable sensors. In recent years, invariant…

Robotics · Computer Science 2025-08-05 Zenan Zhu , Seyed Mostafa Rezayat Sorkhabadi , Yan Gu , Wenlong Zhang

We describe an application of the Invariant Extended Kalman Filter (IEKF) design methodology to the scan matching SLAM problem. We review the theoretical foundations of the IEKF and its practical interest of guaranteeing robustness to poor…

Systems and Control · Computer Science 2014-10-17 Martin Barczyk , Silvère Bonnabel , Jean-Emmanuel Deschaud , François Goulette

Visual Inertial Odometry (VIO) is of great interest due the ubiquity of devices equipped with both a monocular camera and Inertial Measurement Unit (IMU). Methods based on the extended Kalman Filter remain popular in VIO due to their low…

Robotics · Computer Science 2021-04-09 Pieter van Goor , Robert Mahony

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

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 kinematics of many mechanical systems encountered in robotics and other fields, such as single-bearing attitude estimation and SLAM, are naturally posed on homogeneous spaces: That is, their state lies in a smooth manifold equipped with…

Systems and Control · Electrical Eng. & Systems 2021-07-13 Pieter van Goor , Tarek Hamel , Robert Mahony

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

Indoor tracking and pose estimation, i.e., determining the position and orientation of a moving target, are increasingly important due to their numerous applications. While Inertial Navigation Systems (INS) provide high update rates, their…

Robotics · Computer Science 2024-09-04 Mohammed H. AlSharif , Mohanad Ahmed , Mohamed Siala , Tareq Y. Al-Naffouri

It is known that invariance and equivariance properties for systems on Lie groups can be exploited in the design of high performance and robust observers and filters for real-world robotic systems. This paper proposes an analysis framework…

Systems and Control · Electrical Eng. & Systems 2020-09-01 Robert Mahony , Jochen Trumpf