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| Main Authors: | , , |
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| Format: | Preprint |
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2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2409.09871 |
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| _version_ | 1866918047142379520 |
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| 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 |