Improved Cubature Kalman Filtering on Matrix Lie Groups Based on Intrinsic Numerical Integration Error Calibration with Application to Attitude Estimation

This paper investigates the numerical integration error calibration problem in Lie group sigma point filters to obtain more accurate estimation results. On the basis of the theoretical framework of the Bayes–Sard quadrature transformation, we first established a Bayesian estimator on matrix Lie grou...

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Main Authors: Huijuan Guo, Yan Zhou, Huiying Liu, Xiaoxiang Hu
Format: Article
Language:English
Published: MDPI AG 2022-04-01
Series:Machines
Subjects:
Online Access:https://www.mdpi.com/2075-1702/10/4/265
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author Huijuan Guo
Yan Zhou
Huiying Liu
Xiaoxiang Hu
author_facet Huijuan Guo
Yan Zhou
Huiying Liu
Xiaoxiang Hu
author_sort Huijuan Guo
collection DOAJ
description This paper investigates the numerical integration error calibration problem in Lie group sigma point filters to obtain more accurate estimation results. On the basis of the theoretical framework of the Bayes–Sard quadrature transformation, we first established a Bayesian estimator on matrix Lie groups for system measurements in Euclidean spaces or Lie groups. The estimator was then employed to develop a generalized Bayes–Sard cubature Kalman filter on matrix Lie groups that considers additional uncertainties brought by integration errors and contains two variants. We also built on the maximum likelihood principle, and an adaptive version of the proposed filter was derived for better algorithm flexibility and more precise filtering results. The proposed filters were applied to the quaternion attitude estimation problem. Monte Carlo numerical simulations supported that the proposed filters achieved better estimation quality than that of other Lie group filters in the mentioned studies.
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spelling doaj.art-91898800d8154c379d7c6b77f3acfb772023-12-03T13:38:38ZengMDPI AGMachines2075-17022022-04-0110426510.3390/machines10040265Improved Cubature Kalman Filtering on Matrix Lie Groups Based on Intrinsic Numerical Integration Error Calibration with Application to Attitude EstimationHuijuan Guo0Yan Zhou1Huiying Liu2Xiaoxiang Hu3School of Automation, Northwestern Polytechnical University, Xi’an 710129, ChinaSchool of Automation, Northwestern Polytechnical University, Xi’an 710129, ChinaSchool of Automation, Northwestern Polytechnical University, Xi’an 710129, ChinaSchool of Automation, Northwestern Polytechnical University, Xi’an 710129, ChinaThis paper investigates the numerical integration error calibration problem in Lie group sigma point filters to obtain more accurate estimation results. On the basis of the theoretical framework of the Bayes–Sard quadrature transformation, we first established a Bayesian estimator on matrix Lie groups for system measurements in Euclidean spaces or Lie groups. The estimator was then employed to develop a generalized Bayes–Sard cubature Kalman filter on matrix Lie groups that considers additional uncertainties brought by integration errors and contains two variants. We also built on the maximum likelihood principle, and an adaptive version of the proposed filter was derived for better algorithm flexibility and more precise filtering results. The proposed filters were applied to the quaternion attitude estimation problem. Monte Carlo numerical simulations supported that the proposed filters achieved better estimation quality than that of other Lie group filters in the mentioned studies.https://www.mdpi.com/2075-1702/10/4/265Bayes–Sard quadrature moment transformationcubature Kalman filterLie groupsattitude estimation
spellingShingle Huijuan Guo
Yan Zhou
Huiying Liu
Xiaoxiang Hu
Improved Cubature Kalman Filtering on Matrix Lie Groups Based on Intrinsic Numerical Integration Error Calibration with Application to Attitude Estimation
Machines
Bayes–Sard quadrature moment transformation
cubature Kalman filter
Lie groups
attitude estimation
title Improved Cubature Kalman Filtering on Matrix Lie Groups Based on Intrinsic Numerical Integration Error Calibration with Application to Attitude Estimation
title_full Improved Cubature Kalman Filtering on Matrix Lie Groups Based on Intrinsic Numerical Integration Error Calibration with Application to Attitude Estimation
title_fullStr Improved Cubature Kalman Filtering on Matrix Lie Groups Based on Intrinsic Numerical Integration Error Calibration with Application to Attitude Estimation
title_full_unstemmed Improved Cubature Kalman Filtering on Matrix Lie Groups Based on Intrinsic Numerical Integration Error Calibration with Application to Attitude Estimation
title_short Improved Cubature Kalman Filtering on Matrix Lie Groups Based on Intrinsic Numerical Integration Error Calibration with Application to Attitude Estimation
title_sort improved cubature kalman filtering on matrix lie groups based on intrinsic numerical integration error calibration with application to attitude estimation
topic Bayes–Sard quadrature moment transformation
cubature Kalman filter
Lie groups
attitude estimation
url https://www.mdpi.com/2075-1702/10/4/265
work_keys_str_mv AT huijuanguo improvedcubaturekalmanfilteringonmatrixliegroupsbasedonintrinsicnumericalintegrationerrorcalibrationwithapplicationtoattitudeestimation
AT yanzhou improvedcubaturekalmanfilteringonmatrixliegroupsbasedonintrinsicnumericalintegrationerrorcalibrationwithapplicationtoattitudeestimation
AT huiyingliu improvedcubaturekalmanfilteringonmatrixliegroupsbasedonintrinsicnumericalintegrationerrorcalibrationwithapplicationtoattitudeestimation
AT xiaoxianghu improvedcubaturekalmanfilteringonmatrixliegroupsbasedonintrinsicnumericalintegrationerrorcalibrationwithapplicationtoattitudeestimation