Related papers: Dynamics on Lie groups with applications to attitu…
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…
An unscented Kalman filter for matrix Lie groups is proposed where the time propagation of the state is formulated on the Lie algebra. This is done with the kinematic differential equation of the logarithm, where the inverse of the right…
Classical mathematical techniques such as discrete integration, gradient descent optimization, and state estimation (exemplified by the Runge-Kutta method, Gauss-Newton minimization, and extended Kalman filter or EKF, respectively), rely on…
Geometry of the state space is known to play a crucial role in many applications of Kalman filters, especially robotics and motion tracking. The Lie group-centric approach is currently very common, although a Riemannian approach has also…
This paper conveys attitude and rate estimation without rate sensors by performing a critical comparison, validated by extensive simulations. The two dominant approaches to facilitate attitude estimation are based on stochastic and…
This paper focuses on a stochastic formulation of Bayesian attitude estimation on the special orthogonal group. In particular, an exponential probability density model for random matrices, referred to as the matrix Fisher distribution is…
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…
Dynamic state estimation, as opposed to kinematic state estimation, seeks to estimate not only the orientation of a rigid body but also its angular velocity, through Euler's equations of rotational motion. This paper demonstrates that the…
Stochastic inference on Lie groups plays a key role in state estimation problems such as; inertial navigation, visual inertial odometry, pose estimation in virtual reality, etc. A key problem is fusing independent concentrated Gaussian…
This paper concerns the problem of attitude determination and estimation. The early applications considered algebraic methods of attitude determination. Attitude determination algorithms were supplanted by the Gaussian attitude estimation…
We address the problem of uncertainty propagation and Bayesian fusion on unimodular Lie groups. Starting from a stochastic differential equation (SDE) defined on Lie groups via Mckean-Gangolli injection, we first convert it to a parametric…
While many works exploiting an existing Lie group structure have been proposed for state estimation, in particular the Invariant Extended Kalman Filter (IEKF), few papers address the construction of a group structure that allows casting a…
This paper addresses two interrelated problems of the nonlinear filtering mechanism and fast attitude filtering with the matrix Fisher distribution (MFD) on the special orthogonal group. By analyzing the distribution evolution along Bayes'…
Popular (ensemble) Kalman filter data assimilation (DA) approaches assume that the errors in both the a priori estimate of the state and those in the observations are Gaussian. For constrained variables, e.g. sea ice concentration or…
In this paper we propose a framework to leverage Lie group symmetries on arbitrary spaces exploiting \textit{algebraic signal processing} (ASP). We show that traditional group convolutions are one particular instantiation of a more general…
Estimation of rigid body attitude motion is a long-standing problem of interest in several applications. This problem is challenging primarily because rigid body motion is described by nonlinear dynamics and the state space is nonlinear.…
We introduce a novel class of score-based diffusion processes that operate directly in the representation space of Lie groups. Leveraging the framework of Generalized Score Matching, we derive a class of Langevin dynamics that decomposes as…
We consider the problem of variational Bayesian inference in a latent variable model where a (possibly complex) observed stochastic process is governed by the solution of a latent stochastic differential equation (SDE). Motivated by the…
This report investigates the fitting of the Hessian or its inverse for stochastic optimizations using a Hessian fitting criterion derived from the preconditioned stochastic gradient descent (PSGD) method. This criterion is closely related…
This paper is focused on probabilistic estimation for the attitude dynamics of a rigid body on the special orthogonal group. We select the matrix Fisher distribution to represent the uncertainties of attitude estimates and measurements in a…