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Main Authors: Goffin, Sven, Bonnabel, Silvère, Brüls, Olivier, Sacré, Pierre
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2404.10687
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author Goffin, Sven
Bonnabel, Silvère
Brüls, Olivier
Sacré, Pierre
author_facet Goffin, Sven
Bonnabel, Silvère
Brüls, Olivier
Sacré, Pierre
contents In this paper, we focus on developing an Invariant Extended Kalman Filter (IEKF) for extended pose estimation for a noisy system with state equality constraints. We treat those constraints as noise-free pseudo-measurements. To this aim, we provide a formula for the Kalman gain in the limit of noise-free measurements and rank-deficient covariance matrix. We relate the constraints to group-theoretic properties and study the behavior of the IEKF in the presence of such noise-free measurements. We illustrate this perspective on the estimation of the motion of the load of an overhead crane, when a wireless inertial measurement unit is mounted on the hook.
format Preprint
id arxiv_https___arxiv_org_abs_2404_10687
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Invariant Kalman Filtering with Noise-Free Pseudo-Measurements
Goffin, Sven
Bonnabel, Silvère
Brüls, Olivier
Sacré, Pierre
Systems and Control
In this paper, we focus on developing an Invariant Extended Kalman Filter (IEKF) for extended pose estimation for a noisy system with state equality constraints. We treat those constraints as noise-free pseudo-measurements. To this aim, we provide a formula for the Kalman gain in the limit of noise-free measurements and rank-deficient covariance matrix. We relate the constraints to group-theoretic properties and study the behavior of the IEKF in the presence of such noise-free measurements. We illustrate this perspective on the estimation of the motion of the load of an overhead crane, when a wireless inertial measurement unit is mounted on the hook.
title Invariant Kalman Filtering with Noise-Free Pseudo-Measurements
topic Systems and Control
url https://arxiv.org/abs/2404.10687