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Register a new userAlternate Derivation of Geometric Extended Kalman Filter by MEKF Approach
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Lubin Chang
Publication date
2017
fields
Informatics Engineering
and research's language is
English
Authors
Lubin Chang
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This note is devoted to deriving the measurement update of the geometric extended Kalman filter using the multiplicative extended Kalman filtering approach, resulting in the attitude estimator referred as geometric multiplicative extended Kalman filter. The equivalence of the derived geometric multiplicative extended Kalman filter and geometric extended Kalman filter is also demonstrated in this note.
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Inertial measurement units are widely used in different fields to estimate the attitude. Many algorithms have been proposed to improve estimation performance. However, most of them still suffer from 1) inaccurate initial estimation, 2) inaccurate initial filter gain, and 3) non-Gaussian process and/or measurement noise. In this paper, we leverage reinforcement learning to compensate for the classical extended Kalman filter estimation, i.e., to learn the filter gain from the sensor measurements. We also analyse the convergence of the estimate error. The effectiveness of the proposed algorithm is validated on both simulated data and real data.
With the recent advance of deep learning based object recognition and estimation, it is possible to consider object level SLAM where the pose of each object is estimated in the SLAM process. In this paper, based on a novel Lie group structure, a right invariant extended Kalman filter (RI-EKF) for object based SLAM is proposed. The observability analysis shows that the proposed algorithm automatically maintains the correct unobservable subspace, while standard EKF (Std-EKF) based SLAM algorithm does not. This results in a better consistency for the proposed algorithm comparing to Std-EKF. Finally, simulations and real world experiments validate not only the consistency and accuracy of the proposed algorithm, but also the practicability of the proposed RI-EKF for object based SLAM problem. The MATLAB code of the algorithm is made publicly available.
Many state estimation and control algorithms require knowledge of how probability distributions propagate through dynamical systems. However, despite hybrid dynamical systems becoming increasingly important in many fields, there has been little work on utilizing the knowledge of how probability distributions map through hybrid transitions. Here, we make use of a propagation law that employs the saltation matrix (a first-order update to the sensitivity equation) to create the Salted Kalman Filter (SKF), a natural extension of the Kalman Filter and Extended Kalman Filter to hybrid dynamical systems. Away from hybrid events, the SKF is a standard Kalman filter. When a hybrid event occurs, the saltation matrix plays an analogous role as that of the system dynamics, subsequently inducing a discrete modification to both the prediction and update steps. The SKF outperforms a naive variational update - the Jacobian of the reset map - by having a reduced mean squared error in state estimation, especially immediately after a hybrid transition event. Compared a hybrid particle filter, the particle filter outperforms the SKF in mean squared error only when a large number of particles are used, likely due to a more accurate accounting of the split distribution near a hybrid transition.
Goal: This paper presents an algorithm for estimating pelvis, thigh, shank, and foot kinematics during walking using only two or three wearable inertial sensors. Methods: The algorithm makes novel use of a Lie-group-based extended Kalman filter. The algorithm iterates through the prediction (kinematic equation), measurement (pelvis position pseudo-measurements, zero-velocity update, and flat-floor assumption), and constraint update (hinged knee and ankle joints, constant leg lengths). Results: The inertial motion capture algorithm was extensively evaluated on two datasets showing its performance against two standard benchmark approaches in optical motion capture (i.e., plug-in gait (commonly used in gait analysis) and a kinematic fit (commonly used in animation, robotics, and musculoskeleton simulation)), giving insight into the similarity and differences between the said approaches used in different application areas. The overall mean body segment position (relative to mid-pelvis origin) and orientation error magnitude of our algorithm ($n=14$ participants) for free walking was $5.93 pm 1.33$ cm and $13.43 pm 1.89^circ$ when using three IMUs placed on the feet and pelvis, and $6.35 pm 1.20$ cm and $12.71 pm 1.60^circ$ when using only two IMUs placed on the feet. Conclusion: The algorithm was able to track the joint angles in the sagittal plane for straight walking well, but requires improvement for unscripted movements (e.g., turning around, side steps), especially for dynamic movements or when considering clinical applications. Significance: This work has brought us closer to comprehensive remote gait monitoring using IMUs on the shoes. The low computational cost also suggests that it can be used in real-time with gait assistive devices.
Intraoperative tracking of surgical instruments is an inevitable task of computer-assisted surgery. An optical tracking system often fails to precisely reconstruct the dynamic location and pose of a surgical tool due to the acquisition noise and measurement variance. Embedding a Kalman Filter (KF) or any of its extensions such as extended and unscented Kalman filters with the optical tracker resolves this issue by reducing the estimation variance and regularizing the temporal behavior. However, the current rigid-body KF implementations are computationally burdensome and hence, takes long execution time which hinders real-time surgical tracking. This paper introduces a fast and computationally efficient implementation of linear KF to improve the measurement accuracy of an optical tracking system with high temporal resolution. Instead of the surgical tool as a whole, our KF framework tracks each individual fiducial mounted on it using a Newtonian model. In addition to simulated dataset, we validate our technique against real data obtained from a high frame-rate commercial optical tracking system. The proposed KF framework substantially stabilizes the tracking behavior in all of our experiments and reduces the mean-squared error (MSE) from the order of $10^{-2}$ $mm^{2}$ to $10^{-4}$ $mm^{2}$.
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