通过双层优化提升传感器噪声协方差估计精度,增强状态估计算法稳定性。
Supervisory Measurement-Guided Noise Covariance Estimation
- 构建贝叶斯双层优化框架,分解里程计与监督测量联合似然
- 实测与仿真数据均显示计算效率优于现有方法
- 适合需要高精度状态估计的自动驾驶与机器人定位场景
可靠的狀態估計依賴於傳感器噪聲協方差的準確設定,這些協方差用來權衡異質測量。實際中,由於環境變化、前端預處理等因素,這些協方差難以識別。本文從貝葉斯角度出發,將噪聲協方差估計建模為雙層優化問題,對所謂的里程計與監督測量的聯合似然進行分解,從而平衡信息利用與計算效率。該分解將嵌套的貝葉斯依賴轉化為鏈式結構,支持高效並行計算:下層採用狀態增強的不變擴展卡尔曼濾波器估計軌跡,上層通過導數濾波器並行計算解析梯度,用於上層參數更新。上層逐步優化協方差以指導下層估計。在合成與真實數據集上的實驗表明,本方法在效率上優於現有基線。
原文摘要 · Abstract (English)
Reliable state estimation hinges on accurate specification of sensor noise covariances, which weigh heterogeneous measurements. In practice, these covariances are difficult to identify due to environmental variability, front-end preprocessing, and other reasons. We address this by formulating noise covariance estimation as a bilevel optimization that, from a Bayesian perspective, factorizes the joint likelihood of so-called odometry and supervisory measurements, thereby balancing information utilization with computational efficiency. The factorization converts the nested Bayesian dependency into a chain structure, enabling efficient parallel computation: at the lower level, an invariant extended Kalman filter with state augmentation estimates trajectories, while a derivative filter computes analytical gradients in parallel for upper-level gradient updates. The upper level refines the covariance to guide the lower-level estimation. Experiments on synthetic and real-world datasets show that our method achieves higher efficiency over existing baselines.
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