Equivariant Filter (EqF)

Fuente: arXiv
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Hauptverfasser: van Goor, Pieter, Hamel, Tarek, Mahony, Robert
Format: Preprint
Veröffentlicht: 2020
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author van Goor, Pieter
Hamel, Tarek
Mahony, Robert
author_facet van Goor, Pieter
Hamel, Tarek
Mahony, Robert
contents The kinematics of many systems encountered in robotics, mechatronics, and avionics are naturally posed on homogeneous spaces; that is, their state lies in a smooth manifold equipped with a transitive Lie group symmetry. This paper proposes a novel filter, the Equivariant Filter (EqF), by posing the observer state on the symmetry group, linearising global error dynamics derived from the equivariance of the system, and applying extended Kalman filter design principles. We show that equivariance of the system output can be exploited to reduce linearisation error and improve filter performance. Simulation experiments of an example application show that the EqF significantly outperforms the extended Kalman filter and that the reduced linearisation error leads to a clear improvement in performance.
format Preprint
id arxiv_https___arxiv_org_abs_2010_14666
institution arXiv
publishDate 2020
record_format arxiv
spellingShingle Equivariant Filter (EqF)
van Goor, Pieter
Hamel, Tarek
Mahony, Robert
Systems and Control
The kinematics of many systems encountered in robotics, mechatronics, and avionics are naturally posed on homogeneous spaces; that is, their state lies in a smooth manifold equipped with a transitive Lie group symmetry. This paper proposes a novel filter, the Equivariant Filter (EqF), by posing the observer state on the symmetry group, linearising global error dynamics derived from the equivariance of the system, and applying extended Kalman filter design principles. We show that equivariance of the system output can be exploited to reduce linearisation error and improve filter performance. Simulation experiments of an example application show that the EqF significantly outperforms the extended Kalman filter and that the reduced linearisation error leads to a clear improvement in performance.
title Equivariant Filter (EqF)
topic Systems and Control
url https://arxiv.org/abs/2010.14666