Marginalizing and Conditioning Gaussians onto Linear Approximations of Smooth Manifolds with Applications in Robotics

Fuente: arXiv
Salvato in:
Dettagli Bibliografici
Autori principali: Guo, Zi Cong, Forbes, James R., Barfoot, Timothy D.
Natura: Preprint
Pubblicazione: 2024
Soggetti:
Accesso online:
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866918047142379520
author Guo, Zi Cong
Forbes, James R.
Barfoot, Timothy D.
author_facet Guo, Zi Cong
Forbes, James R.
Barfoot, Timothy D.
contents We present closed-form expressions for marginalizing and conditioning Gaussians onto linear manifolds, and demonstrate how to apply these expressions to smooth nonlinear manifolds through linearization. Although marginalization and conditioning onto axis-aligned manifolds are well-established procedures, doing so onto non-axis-aligned manifolds is not as well understood. We demonstrate the utility of our expressions through three applications: 1) approximation of the projected normal distribution, where the quality of our linearized approximation increases as problem nonlinearity decreases; 2) covariance extraction in Koopman SLAM, where our covariances are shown to be consistent on a real-world dataset; and 3) covariance extraction in constrained GTSAM, where our covariances are shown to be consistent in simulation.
format Preprint
id arxiv_https___arxiv_org_abs_2409_09871
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Marginalizing and Conditioning Gaussians onto Linear Approximations of Smooth Manifolds with Applications in Robotics
Guo, Zi Cong
Forbes, James R.
Barfoot, Timothy D.
Robotics
We present closed-form expressions for marginalizing and conditioning Gaussians onto linear manifolds, and demonstrate how to apply these expressions to smooth nonlinear manifolds through linearization. Although marginalization and conditioning onto axis-aligned manifolds are well-established procedures, doing so onto non-axis-aligned manifolds is not as well understood. We demonstrate the utility of our expressions through three applications: 1) approximation of the projected normal distribution, where the quality of our linearized approximation increases as problem nonlinearity decreases; 2) covariance extraction in Koopman SLAM, where our covariances are shown to be consistent on a real-world dataset; and 3) covariance extraction in constrained GTSAM, where our covariances are shown to be consistent in simulation.
title Marginalizing and Conditioning Gaussians onto Linear Approximations of Smooth Manifolds with Applications in Robotics
topic Robotics
url https://arxiv.org/abs/2409.09871