This paper proposes an Equivariant Filtering (EqF) framework for the inertial-integrated state estimation. As the kinematic system of the inertial-integrated navigation can be naturally modeled on the matrix Lie group SE2(3), the symmetry of the Lie group can be exploited to design an equivariant filter which extends the invariant extended Kalman filtering on the group-affine system and overcomes the inconsitency issue of the traditional extend Kalman filter. We firstly formulate the inertial-integrated dynamics as the group-affine systems. Then, we prove the left equivariant properties of the inertial-integrated dynamics. Finally, we design an equivariant filtering framework on the earth-centered earth-fixed frame and the local geodetic navigation frame. The experiments show the superiority of the proposed filters when confronting large misalignment angles in Global Navigation Satellite Navigation (GNSS)/Inertial Navigation System (INS) loosely integrated navigation experiments.
Currently state estimation is very important for the robotics, and the uncertainty representation based Lie group is natural for the state estimation problem. It is necessary to exploit the geometry and kinematic of matrix Lie group sufficiently. Therefore, this note gives a detailed derivation of the recently proposed matrix Lie group SE K (3) for the first time, our results extend the results in Barfoot [1]. Then we describe the situations where this group is suitable for state representation.We also have developed code based on Matlab framework for quickly implementing and testing.
Rényi entropy as a generalization of the Shannon entropy allows for different averaging of probabilities of a control parameter α. This paper gives a new perspective of the Kalman filter from the Rényi entropy. Firstly, the Rényi entropy is employed to measure the uncertainty of the multivariate Gaussian probability density function. Then, we calculate the temporal derivative of the Rényi entropy of the Kalman filter’s mean square error matrix, which will be minimized to obtain the Kalman filter’s gain. Moreover, the continuous Kalman filter approaches a steady state when the temporal derivative of the Rényi entropy is equal to zero, which means that the Rényi entropy will keep stable. As the temporal derivative of the Rényi entropy is independent of parameter α and is the same as the temporal derivative of the Shannon entropy, the result is the same as for Shannon entropy. Finally, an example of an experiment of falling body tracking by radar using an unscented Kalman filter (UKF) in noisy conditions and a loosely coupled navigation experiment are performed to demonstrate the effectiveness of the conclusion.
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