arXiv:2507.04568cs.ROcs.SY2025-07被引 5

左右手版本的不变扩展卡尔曼滤波器本质相同,正确重置后性能无差异。

The Difference between the Left and Right Invariant Extended Kalman Filter

  • 通过重置步骤证明左右手版本算法完全等价
  • 重置步骤显著提升滤波器长期性能
  • 适合惯性导航等高精度状态估计场景

扩展卡尔曼滤波器(EKF)在过去六十年中一直是状态估计的标准方法。不变扩展卡尔曼滤波器(IEKF)是针对李群上群仿射系统的最新发展,已在惯性导航中表现出更优性能。IEKF有两种版本:左手和右手,机器人领域普遍认为应根据测量模型的手性选择对应版本。本文重新审视这些算法,证明在正确实现重置步骤的情况下,左右手IEKF算法完全相同,手性选择不影响性能。重置步骤最初未被纳入IEKF,但仿真表明其能显著提升所有版本的渐近性能,应在高性能算法中采用。以GNSS辅助惯性导航系统(INS)为例,验证了两种滤波器的等价性。

原文摘要 · Abstract (English)

The extended Kalman filter (EKF) has been the industry standard for state estimation problems over the past sixty years. The Invariant Extended Kalman Filter (IEKF) is a recent development of the EKF for the class of group-affine systems on Lie groups that has shown superior performance for inertial navigation problems. The IEKF comes in two versions, left- and right- handed respectively, and there is a perception in the robotics community that these filters are different and one should choose the handedness of the IEKF to match handedness of the measurement model for a given filtering problem. In this paper, we revisit these algorithms and demonstrate that the left- and right- IEKF algorithms (with reset step) are identical, that is, the choice of the handedness does not affect the IEKF's performance when the reset step is properly implemented. The reset step was not originally proposed as part of the IEKF, however, we provide simulations to show that the reset step improves asymptotic performance of all versions of the the filter, and should be included in all high performance algorithms. The GNSS-aided inertial navigation system (INS) is used as a motivating example to demonstrate the equivalence of the two filters.

状态估计卡尔曼滤波惯性导航

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