Related papers: On Fast Attitude Filtering Using Matrix Fisher Dis…
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…
This note presents a novel Bayesian attitude estimator with the matrix Fisher distribution on the special orthogonal group, which can smoothly accommodate both unit and non-unit vector measurements. The posterior attitude distribution is…
In this paper, a new probability distribution, referred to as the matrix Fisher-Gaussian (MFG) distribution, is proposed on the nonlinear manifold $\mathrm{SO}(3)\times\mathbb{R}^n$. It is constructed by conditioning a (9+n)-variate…
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…
This paper proposes two novel nonlinear attitude filters evolved directly on the Special Orthogonal Group SO(3) able to ensure prescribed measures of transient and steady-state performance. The tracking performance of the normalized…
This paper proposes a novel geometric nonlinear filter for attitude and bias estimation on the Special Orthogonal Group $SO(3)$ using matrix measurements. The structure of the proposed filter is similar to that of the continuous-time…
We revisit the nonlinear complimentary filter on $SO(3)$, previously proposed in the literature, and provide the (time-explicit) solution to the matrix ODE governing the attitude estimation error in the absence of measurement errors. The…
Nonlinear attitude filters have been recognized to have simpler structure and better tracking performance when compared with Gaussian attitude filters and other methods of attitude determination. A key element of nonlinear attitude filter…
This paper is concerned with the problem of continuous-time nonlinear filtering for stochastic processes on a connected matrix Lie group. The main contribution of this paper is to derive the feedback particle filter (FPF) algorithm for this…
Bayesian filtering for high-dimensional nonlinear stochastic dynamical systems is a fundamental yet challenging problem in many fields of science and engineering. Existing methods face significant obstacles: Gaussian-based filters struggle…
This article examines the design of Quadratic Fisher Discriminants (QFDs) that operate directly on image pixels, when image ensembles are taken to comprise all rotated and reflected versions of distinct sample images. A procedure based on…
Collaborative filtering (CF) is a popular technique in today's recommender systems, and matrix approximation-based CF methods have achieved great success in both rating prediction and top-N recommendation tasks. However, real-world…
This paper presents theory, application, and comparisons of the feedback particle filter (FPF) algorithm for the problem of attitude estimation. The paper builds upon our recent work on the exact FPF solution of the continuous-time…
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…
The problem of $H_{\infty}$ filtering for attitude estimation using rotation matrices and vector measurements is studied. Starting from a storage function on the Special Orthogonal Group $SO(3)$, a dissipation inequality is considered, and…
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…
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…
Successful control of a rigid-body rotating in three dimensional space requires accurate estimation of its attitude. The attitude dynamics are highly nonlinear and are posed on the Special Orthogonal Group $SO(3)$. In addition, measurements…
This paper is concerned with the problem of continuous-time nonlinear filtering for stochastic processes on a compact and connected matrix Lie group without boundary, e.g. SO(n) and SE(n), in the presence of real-valued observations. This…
The performance of a quadrupole mass filter (QMF) is highly sensitive to deviations from ideal electrode geometry. In this work, we investigate the effect of small inward and outward tilting of cylindrical rods on the resolution and…