2020 IEEE International Conference on Robotics and Automation (ICRA) 2020
DOI: 10.1109/icra40945.2020.9197489
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A Code for Unscented Kalman Filtering on Manifolds (UKF-M)

Abstract: The present paper introduces a novel methodology for Unscented Kalman Filtering (UKF) on manifolds that extends previous work by the authors on UKF on Lie groups. Beyond filtering performance, the main interests of the approach are its versatility, as the method applies to numerous state estimation problems, and its simplicity of implementation for practitioners not being necessarily familiar with manifolds and Lie groups. We have developed the method on two independent open-source Python and Matlab frameworks… Show more

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Cited by 38 publications
(38 citation statements)
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“…6], which would require an optimization procedure to find the mean Č on SO(3) [11]. However, as suggested by [12], and verified extensively through simulation in this paper, it is sufficient to simply obtain the nominal points (ρ, Č) by passing ř through the nonlinear model ( 2), (ρ, Č) = h(ř), without an apparent loss in accuracy. An example of the results of this sigma point procedure can be visualized in Figure 2.…”
Section: A Converting a Cartesian Gaussian Distribution To Directiona...mentioning
confidence: 86%
“…6], which would require an optimization procedure to find the mean Č on SO(3) [11]. However, as suggested by [12], and verified extensively through simulation in this paper, it is sufficient to simply obtain the nominal points (ρ, Č) by passing ř through the nonlinear model ( 2), (ρ, Č) = h(ř), without an apparent loss in accuracy. An example of the results of this sigma point procedure can be visualized in Figure 2.…”
Section: A Converting a Cartesian Gaussian Distribution To Directiona...mentioning
confidence: 86%
“…The PF, ProgSE2BF, and S3F are part of the latest version of libDirectional [ 28 ]. For the UKF-M, we use the implementation of [ 13 ]. The UKF-M involves a parameter that can be tuned, which is called in [ 29 ].…”
Section: Discussionmentioning
confidence: 99%
“…This parameter influences how far away from the mean the sigma points of the UKF [ 30 ] are placed. [ 13 ] recommends values in the range . The implementation allows specifying different parameters for the state uncertainty, the uncertainty introduced in the prediction step, and the measurement uncertainty.…”
Section: Discussionmentioning
confidence: 99%
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“…This can cause the covariance of the robot's state to become disproportionately small resulting in an overconfidence in the propagation and eventually a divergence to an incorrect solution [16]. As Manifold filters solve this problem, they have proven themselves to be more consistent, and more accurate on average, than other filters [17]. The Invariant filter formulation [1] [2] [3] is proven to solve the aforementioned problems by ensuring the Log-Linear property of the error, that is, the independence of the error dynamics from the state estimate.…”
Section: Related Workmentioning
confidence: 99%