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Contrarily to the EKF, the gain computation does not directly depend on the last estimate of the state in the case of the IEKF. 

Contrarily to the EKF, the gain computation does not directly depend on the last estimate of the state in the case of the IEKF. 

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In this paper, we consider the problem of tracking a reference trajectory for a simplified car model based on unicycle kinematics, whose position only is measured, and where the control input and the measurements are corrupted by independent Gaussian noises. To tackle this problem we devise a novel observer-controller: the invariant Linear Quadrati...

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... property is illustrated by the diagram of Figure 2. We will show experimentally in Section 4 that this property will endow the invariant LQG with better robustness to high noises and erroneous initialization, compared to the con- ventional LQG. ...

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... Additionally, there is substantial evidence that the use of the Lie group structure in the manifold space SE(3) plays a significant role in probabilistic robotics [20]. In the literature [21], the concept of an Invariant Extended Kalman Filter (INEKF) based on Lie groups has been proposed to address the inconsistency issues in the EKF series. Compared to the probability density defined on groups, as mentioned in [22], the exponential mapping method employed by INEKF is more efficient and stable. ...
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... Matrix Lie groups can be used to compactly and accurately represent vehicle attitude, pose, or extended pose, which in turn can be leveraged in state estimation and control problems [4]- [9]. In particular, an invariant linear quadratic Gaussian controller defined on SE(2) is used to control a simplified car in [6], and invariant linear quadratic regulator (ILQR) using an error defined on SE 2 (3) is used to control a quadrotor in [7]. The use of an invariant error definition, instead of a traditional multiplicative error definition [10], along with a particular type of process model, results in Jacobians that are state-independent. ...
... The dynamics used for control design do not exactly fit the invariant framework. Nevertheless, the invariant approach to control is followed due to the straightforward linearization process and the reduced dependence of the Jacobians on attitude [6], [7]. ...
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... Reserved to systems defined on Lie groups, it has been mainly driven by applications to localization and guidance, where it appears as a slight modification of the multiplicative EKF (MEKF), widely known and used in the world of aeronautics. It has been proved to possess theoretical local convergence properties the EKF lacks in [8], to be an improvement over the EKF in practice (see e.g., [5, 4, 17, 31] and more recently [8] where the EKF is outperformed), and has been successfully implemented in industrial applications to navigation (see the patent [7]). In the present paper, we slightly generalize the IEKF framework, to make it capable to handle very general observations (such as range and bearing or bearing only observations), and we show how the derived IEKF-SLAM, a simple variant of the EKF-SLAM, allows remedying the inconsistency of EKF-SLAM stemming from the non-observability of the orientation and origin of the global frame. ...
... Extensive Monte-Carlo simulations have illustrated the consistency of the new method and the striking improvement over EKF, UKF, OC-EKF, and more remarkably over the ideal EKF also, which is the -impossible to implement -variant of the EKF where the system is linearized about the true trajectory. Note that, the IEKF approach may prove relevant beyond SLAM to some other problems in robotics as well, such as autonomous navigation (see [4] ), and in combination with controllers, notably for motion planning purposes, see [17]. In [9] the IEKF has proved to possess global asymptotic convergence properties on a simple localization problem of a wheeled robot, which is a strong property. ...
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