Lie groups; Output feedback and Observers; Algebraic/geometric methods; Kalman filtering
Abstract :
[en] In this paper, we introduce the Iterated Invariant Extended Kalman Filter
(IIEKF), which is an invariant extended Kalman filter (IEKF) where the updated
state in the light of the latest measurement is defined as a maximum a
posteriori (MAP) estimate. Under some compatibility requirements on the output
map, we prove strong mathematical guarantees which echo those of the Kalman
filter in the linear case. We apply the technique to two problems: solving a
system of equations on a Lie group, and a problem of engineering interest,
namely ego-localization of the hook of a crane. The latter serves as a
benchmarking example, where the IIEKF favorably compares to other filters.
Disciplines :
Electrical & electronics engineering
Author, co-author :
Goffin, Sven ; Université de Liège - ULiège > Département d'électricité, électronique et informatique (Institut Montefiore) > Robotique intelligente
Barrau, Axel
Bonnabel, Silvère
Bruls, Olivier ; Université de Liège - ULiège > Département d'aérospatiale et mécanique > Laboratoire des Systèmes Multicorps et Mécatroniques
Sacré, Pierre ; Université de Liège - ULiège > Département d'électricité, électronique et informatique (Institut Montefiore) > Robotique intelligente
