用数据学习传感器模型,让卡尔曼滤波更准更快。
KILO-EKF: Koopman-Inspired Learned Observations Extended Kalman Filter
- 通过数据驱动的特征提升,将非线性测量转为线性模型。
- 在无人机定位任务中精度优于校准过的传统滤波器。
- 无需迭代优化,训练快、推理实时,适合工程部署。
我们提出基于柯尔莫哥洛夫(Koopman)思想的数据驱动观测扩展卡尔曼滤波器(KILO-EKF),将标准EKF预测步骤与基于数据学习的柯尔莫哥洛夫启发测量模型修正步骤结合。通过将测量值提升至特征空间,使其在状态上呈线性,该方法实现了对复杂或校准不佳传感器的灵活建模,同时保持递归滤波的结构与效率。所得到的线性高斯测量模型以闭式形式从真实数据中学习,无需迭代优化,也不依赖显式的参数化传感器模型。推理时,使用学习得到的提升方式计算雅可比矩阵,执行标准EKF更新。我们在真实四旋翼无人机定位任务中验证了该方法,使用惯性测量单元(IMU)、超宽带(UWB)传感器和向下激光雷达。相比多种不同校准程度的EKF基线,KILO-EKF表现出更高的精度与一致性;显著优于依赖不完善几何模型的EKF,同时保持实时推理与快速训练。结果证明,柯尔莫哥洛夫启发的测量学习是一种可扩展的替代传统模型校准的有效方案。
原文摘要 · Abstract (English)
We present the Koopman-Inspired Learned Observations Extended Kalman Filter (KILO-EKF), which combines a standard EKF prediction step with a correction step based on a Koopman-inspired measurement model learned from data. By lifting measurements into a feature space where they are linear in the state, KILO-EKF enables flexible modeling of complex or poorly calibrated sensors while retaining the structure and efficiency of recursive filtering. The resulting linear-Gaussian measurement model is learned in closed form from groundtruth training data, without iterative optimization or reliance on an explicit parametric sensor model. At inference, KILO-EKF performs a standard EKF update using Jacobians obtained via the learned lifting. We validate the approach on a real-world quadrotor localization task using an IMU, ultra-wideband (UWB) sensors, and a downward-facing laser. We compare against multiple EKF baselines with varying levels of sensor calibration. KILO-EKF achieves better accuracy and consistency compared to data-calibrated baselines, and significantly outperforms EKFs that rely on imperfect geometric models, while maintaining real-time inference and fast training. These results demonstrate the effectiveness of Koopman-inspired measurement learning as a scalable alternative to traditional model-based calibration.
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