7 papers
Invariant Kalman filtering for extended pose estimation in multi-IMU articulated rigid-body systems
Sven Goffin, Cédric Schwartz, Silvère Bonnabel +2
Accurate extended pose estimation (orientation, velocity, and position) for IMU-instrumented articulated rigid-body systems is a key challenge in robotics and human motion analysis…
Iterated Invariant EKF for Quadruped Robot Odometry
Hilton Marques Souza Santana, João Carlos Virgolino Soares, Sven Goffin +4
Kalman filter-based algorithms are fundamental for mobile robots, as they provide a computationally efficient solution to the challenging problem of state estimation. However, they…
Iterated Invariant Extended Kalman Filter (IterIEKF)
Sven Goffin, Axel Barrau, Silvère Bonnabel +2
We study the mathematical properties of the Invariant Extended Kalman Filter (IEKF) when iterating on the measurement update step, following the principles of the well-known Iterat…
Invariant Kalman Filter for Relative Dynamics
Tejaswi K. C., Maneesha Wickramasuriya, Silvere Bonnabel +2
This paper develops a geometric framework for invariant filtering of relative dynamics on Lie groups. We first revisit the notion of state trajectory independence, under which the…
Variational Dynamic Programming for Stochastic Optimal Control
Marc Lambert, Francis Bach, Silvère Bonnabel
We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is a…
Low-rank plus diagonal approximations for Riccati-like matrix differential equations
Silvère Bonnabel, Marc Lambert, Francis Bach
We consider the problem of computing tractable approximations of time-dependent d x d large positive semi-definite (PSD) matrices defined as solutions of a matrix differential equa…