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Main Author: Im, Gyubeom
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2406.06427
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author Im, Gyubeom
author_facet Im, Gyubeom
contents The Kalman Filter (KF) is a powerful mathematical tool widely used for state estimation in various domains, including Simultaneous Localization and Mapping (SLAM). This paper presents an in-depth introduction to the Kalman Filter and explores its several extensions: the Extended Kalman Filter (EKF), the Error-State Kalman Filter (ESKF), the Iterated Extended Kalman Filter (IEKF), and the Iterated Error-State Kalman Filter (IESKF). Each variant is meticulously examined, with detailed derivations of their mathematical formulations and discussions on their respective advantages and limitations. By providing a comprehensive overview of these techniques, this paper aims to offer valuable insights into their applications in SLAM and enhance the understanding of state estimation methodologies in complex environments.
format Preprint
id arxiv_https___arxiv_org_abs_2406_06427
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Notes on Kalman Filter (KF, EKF, ESKF, IEKF, IESKF)
Im, Gyubeom
Robotics
The Kalman Filter (KF) is a powerful mathematical tool widely used for state estimation in various domains, including Simultaneous Localization and Mapping (SLAM). This paper presents an in-depth introduction to the Kalman Filter and explores its several extensions: the Extended Kalman Filter (EKF), the Error-State Kalman Filter (ESKF), the Iterated Extended Kalman Filter (IEKF), and the Iterated Error-State Kalman Filter (IESKF). Each variant is meticulously examined, with detailed derivations of their mathematical formulations and discussions on their respective advantages and limitations. By providing a comprehensive overview of these techniques, this paper aims to offer valuable insights into their applications in SLAM and enhance the understanding of state estimation methodologies in complex environments.
title Notes on Kalman Filter (KF, EKF, ESKF, IEKF, IESKF)
topic Robotics
url https://arxiv.org/abs/2406.06427