References & Citations
Electrical Engineering and Systems Science > Systems and Control
Title: Iterated Invariant Extended Kalman Filter (IIEKF)
(Submitted on 16 Apr 2024 (v1), last revised 26 Apr 2024 (this version, v2))
Abstract: 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.
Submission history
From: Sven Goffin [view email][v1] Tue, 16 Apr 2024 15:42:20 GMT (645kb,D)
[v2] Fri, 26 Apr 2024 18:18:31 GMT (645kb,D)
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