M. Kok
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38 records found
1
This thesis investigates how estimated locomotion-type information can be incorporated into data-driven IMU-only pedestrian inertial odometry to improve state-estimation accuracy and uncertainty consistency. The proposed motion-aware learned-filter method combines a Convolutional Neural Network (CNN)-based locomotion-recognition module, motion-specific velocity-regression networks, and an Extended Kalman Filter (EKF)-based fusion architecture. The locomotion-recognition module classifies the current locomotion type from short IMU windows. The network corresponding to that class then predicts a body-frame velocity pseudo-measurement and its associated uncertainty for the EKF update. Two types of method variants are also investigated. The first uses the full probability distribution over locomotion classes in the EKF update. The second adapts the training settings separately for each locomotion class.
The results show that locomotion type can be recognized reliably from short IMU windows, although the classifier confidence decreases during transition periods. The motion-specific velocity-regression models improve neural-network prediction accuracy for selected locomotion types, especially running, sideway walking, and stairs up and down. The clearest improvement after EKF-based fusion is observed for running, where the average trajectory root mean square error (RMSE) over the tested trajectories decreases from 10.328 m to 8.063 m, corresponding to an improvement of approximately 22%. In some cases, such as sideway walking, selecting the motion-specific model using the ground-truth locomotion label does not necessarily produce the best trajectory estimate.
The investigated motion-specific training adaptations further reduce prediction errors for some motion-specific velocity-regression models, although the magnitude of the improvement depends on the locomotion type. The method variants that use the full probability distribution over locomotion classes have only a marginal effect when a single isolated transition occurs. However, on the dataset with more frequent locomotion changes, combining predictions from all motion-specific models reduces the average trajectory RMSE by approximately 6% compared with the proposed motion-aware learned-filter method. ...
This thesis investigates how estimated locomotion-type information can be incorporated into data-driven IMU-only pedestrian inertial odometry to improve state-estimation accuracy and uncertainty consistency. The proposed motion-aware learned-filter method combines a Convolutional Neural Network (CNN)-based locomotion-recognition module, motion-specific velocity-regression networks, and an Extended Kalman Filter (EKF)-based fusion architecture. The locomotion-recognition module classifies the current locomotion type from short IMU windows. The network corresponding to that class then predicts a body-frame velocity pseudo-measurement and its associated uncertainty for the EKF update. Two types of method variants are also investigated. The first uses the full probability distribution over locomotion classes in the EKF update. The second adapts the training settings separately for each locomotion class.
The results show that locomotion type can be recognized reliably from short IMU windows, although the classifier confidence decreases during transition periods. The motion-specific velocity-regression models improve neural-network prediction accuracy for selected locomotion types, especially running, sideway walking, and stairs up and down. The clearest improvement after EKF-based fusion is observed for running, where the average trajectory root mean square error (RMSE) over the tested trajectories decreases from 10.328 m to 8.063 m, corresponding to an improvement of approximately 22%. In some cases, such as sideway walking, selecting the motion-specific model using the ground-truth locomotion label does not necessarily produce the best trajectory estimate.
The investigated motion-specific training adaptations further reduce prediction errors for some motion-specific velocity-regression models, although the magnitude of the improvement depends on the locomotion type. The method variants that use the full probability distribution over locomotion classes have only a marginal effect when a single isolated transition occurs. However, on the dataset with more frequent locomotion changes, combining predictions from all motion-specific models reduces the average trajectory RMSE by approximately 6% compared with the proposed motion-aware learned-filter method.
The disturbance rejection performance of helicopters can be improved by providing their controllers with angular acceleration information of the vehicle. Although angular acceleration sensors are available on the market, their current cost and weight prevent their widespread use.
This master thesis covers the design and testing of a novel estimation method for angular acceleration in aerospace vehicles based on linear acceleration measurements. The proposed estimator is a Stationary Kalman Filter with Modified Input (MISKF), which outperforms current approaches found in industry in terms of accuracy and time delay, while being lightweight and Linear-Time-Invariant (LTI). This observer relies only on gyroscopes and linear accelerometers, which are usually present in most vehicles. In addition to this, it does not require the dynamic model of the system in which it is used, nor the accurate position of its Center of Gravity (C.G.). These advantages make the MISKF applicable in a broad range of aerospace vehicles, including helicopters. The proposed observer is compared to other angular estimation methods such as speed differentiators using real flight data, showing a faster convergence and lower noise amplification, as well as to other observers like an Extended Kalman Filter (EKF), leading to similar performance while being more compact and lightweight. ...
The disturbance rejection performance of helicopters can be improved by providing their controllers with angular acceleration information of the vehicle. Although angular acceleration sensors are available on the market, their current cost and weight prevent their widespread use.
This master thesis covers the design and testing of a novel estimation method for angular acceleration in aerospace vehicles based on linear acceleration measurements. The proposed estimator is a Stationary Kalman Filter with Modified Input (MISKF), which outperforms current approaches found in industry in terms of accuracy and time delay, while being lightweight and Linear-Time-Invariant (LTI). This observer relies only on gyroscopes and linear accelerometers, which are usually present in most vehicles. In addition to this, it does not require the dynamic model of the system in which it is used, nor the accurate position of its Center of Gravity (C.G.). These advantages make the MISKF applicable in a broad range of aerospace vehicles, including helicopters. The proposed observer is compared to other angular estimation methods such as speed differentiators using real flight data, showing a faster convergence and lower noise amplification, as well as to other observers like an Extended Kalman Filter (EKF), leading to similar performance while being more compact and lightweight.
This thesis develops data-driven, reference-free methods for compensating platform noise in aeromagnetic measurements. The research addresses two key questions: whether deep learning methods can effectively predict and compensate platform noise without ground-truth references, and which drone subsystems contribute most significantly to platform noise.
A validation apporoach was implemented using flight data where crustal anomalies are naturally attenuated, enabling reference-free performance assessment. Comprehensive data from a fixed-wing UAV equipped with scalar and vector magnetometers, logging 273 platform-related input signals during figure-of-merit manoeuvres over an 800~m $\times$ 800~m survey area was used.
The compensation approach employed hierarchical modelling: Extended Tolles-Lawson (ETL) compensation incorporating drone inputs projected onto the magnetic field direction, followed by multilayer perceptron (MLP) neural networks trained to predict residuals. SHAP (SHapley Additive exPlanations) analysis provided model-agnostic feature importance assessment to identify the most influential platform inputs.
Results demonstrate substantial improvements over traditional methods. ETL compensation achieved improvement ratios averaging 7.31 for scalar magnetometers and 18.76 for vector magnetometers, compared to 4.90 and 10.19 respectively for standard TL compensation. The combined ETLNN approach (ETL + neural network) further enhanced performance to average improvement ratios of 8.87 on total field magnetometer and 22.22 on vector magnetometer data, a significant improvement over traditional TL methods.
SHAP analysis revealed that engine-related parameters (battery current, throttle commands), inertial measurement data (accelerations, gyroscopic rates, vibration), and attitude information (roll, pitch, yaw) are the primary contributors to platform noise. Features projected onto the magnetic field direction consistently outperformed raw inputs, validating the physical basis for this transformation, while derivative features contributed minimally whilst increasing overfitting.
The primary limitation is the inability to validate performance on data containing actual magnetic anomalies, as the high-altitude validation approach deliberately suppressed geological signals. Future work should prioritise validation using artificial magnetic sources or reference magnetometer configurations to assess preservation of genuine geological signals.
...
This thesis develops data-driven, reference-free methods for compensating platform noise in aeromagnetic measurements. The research addresses two key questions: whether deep learning methods can effectively predict and compensate platform noise without ground-truth references, and which drone subsystems contribute most significantly to platform noise.
A validation apporoach was implemented using flight data where crustal anomalies are naturally attenuated, enabling reference-free performance assessment. Comprehensive data from a fixed-wing UAV equipped with scalar and vector magnetometers, logging 273 platform-related input signals during figure-of-merit manoeuvres over an 800~m $\times$ 800~m survey area was used.
The compensation approach employed hierarchical modelling: Extended Tolles-Lawson (ETL) compensation incorporating drone inputs projected onto the magnetic field direction, followed by multilayer perceptron (MLP) neural networks trained to predict residuals. SHAP (SHapley Additive exPlanations) analysis provided model-agnostic feature importance assessment to identify the most influential platform inputs.
Results demonstrate substantial improvements over traditional methods. ETL compensation achieved improvement ratios averaging 7.31 for scalar magnetometers and 18.76 for vector magnetometers, compared to 4.90 and 10.19 respectively for standard TL compensation. The combined ETLNN approach (ETL + neural network) further enhanced performance to average improvement ratios of 8.87 on total field magnetometer and 22.22 on vector magnetometer data, a significant improvement over traditional TL methods.
SHAP analysis revealed that engine-related parameters (battery current, throttle commands), inertial measurement data (accelerations, gyroscopic rates, vibration), and attitude information (roll, pitch, yaw) are the primary contributors to platform noise. Features projected onto the magnetic field direction consistently outperformed raw inputs, validating the physical basis for this transformation, while derivative features contributed minimally whilst increasing overfitting.
The primary limitation is the inability to validate performance on data containing actual magnetic anomalies, as the high-altitude validation approach deliberately suppressed geological signals. Future work should prioritise validation using artificial magnetic sources or reference magnetometer configurations to assess preservation of genuine geological signals.
Magnetic field modeling
Using measurements from multiple magnetometers of a motion capture suit
...
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After completing I2S calibration using deep learning with a single IMU in stiff case, this thesis further explores joint training with dual-IMU model and integrates kinematic constraints into the model. Experiment results demonstrate that the joint training allows the models to leverage inter-IMU motion information, improving the model performance. Furthermore, integrating kinematic constraints with appropriate weights into the loss function of deep learning model improves calibration accuracy by guiding predictions to satisfy physical constraints. However, overly large constraint weights may result in larger calibration error.
This thesis provides insights into how deep learning can be adapted to address the challenges of I2S calibration in stiff joint scenarios. It also combines deep learning with kinematic information through joint training and the integration of kinematic constraints, achieving improved calibration accuracy. Future work will explore the application of this approach to real-world motion data and the integration of diverse kinematic constraints. ...
After completing I2S calibration using deep learning with a single IMU in stiff case, this thesis further explores joint training with dual-IMU model and integrates kinematic constraints into the model. Experiment results demonstrate that the joint training allows the models to leverage inter-IMU motion information, improving the model performance. Furthermore, integrating kinematic constraints with appropriate weights into the loss function of deep learning model improves calibration accuracy by guiding predictions to satisfy physical constraints. However, overly large constraint weights may result in larger calibration error.
This thesis provides insights into how deep learning can be adapted to address the challenges of I2S calibration in stiff joint scenarios. It also combines deep learning with kinematic information through joint training and the integration of kinematic constraints, achieving improved calibration accuracy. Future work will explore the application of this approach to real-world motion data and the integration of diverse kinematic constraints.
...
Data-driven identification of Lax-integrable partial differential equations
Using the nonlinear Fourier transform and conserved quantities
In the spectral domain, the transformed signal can be propagated using the linear propagation operator, after which the propagated signal can be transformed back into the physical domain, hence solving the nonlinear PDE.
The presence of a Lax pair can thus be used to solve a nonlinear PDE, but it also yields insight into the underlying dynamics of the system. Therefore, the identification of a Lax pair for a system is of great value. However, there is no general method to find a Lax pair given an evolution equation. Systems may also be non-integrable, and therefore a corresponding Lax pair may not even exist. To the best of our knowledge, no practical general methods are known in the literature to determine whether or not a system is Lax-integrable. Since the general problem is very complex, one may focus on more specific cases for practical purposes, in which a Lax-integrable PDE is sought using measurement data.
In this thesis, we therefore focus on data-driven identification of Lax-integrable partial differential equations (PDEs), specifically those of the AKNS-type. The primary objective is to find a Lax-integrable PDE that best explains given experimental measurement data, enabling a comprehensive analysis using the nonlinear Fourier transform (NFT). While real-world systems may not be exactly Lax-integrable due to imperfections, many are well approximated by such equations, including scenarios such as fiber optical wave propagation, surface wave propagation in shallow water canals, and mechanical wave propagation in coupled pendulums. ...
In the spectral domain, the transformed signal can be propagated using the linear propagation operator, after which the propagated signal can be transformed back into the physical domain, hence solving the nonlinear PDE.
The presence of a Lax pair can thus be used to solve a nonlinear PDE, but it also yields insight into the underlying dynamics of the system. Therefore, the identification of a Lax pair for a system is of great value. However, there is no general method to find a Lax pair given an evolution equation. Systems may also be non-integrable, and therefore a corresponding Lax pair may not even exist. To the best of our knowledge, no practical general methods are known in the literature to determine whether or not a system is Lax-integrable. Since the general problem is very complex, one may focus on more specific cases for practical purposes, in which a Lax-integrable PDE is sought using measurement data.
In this thesis, we therefore focus on data-driven identification of Lax-integrable partial differential equations (PDEs), specifically those of the AKNS-type. The primary objective is to find a Lax-integrable PDE that best explains given experimental measurement data, enabling a comprehensive analysis using the nonlinear Fourier transform (NFT). While real-world systems may not be exactly Lax-integrable due to imperfections, many are well approximated by such equations, including scenarios such as fiber optical wave propagation, surface wave propagation in shallow water canals, and mechanical wave propagation in coupled pendulums.
While probabilistic methods have many benefits, such as recursive estimation and uncertainty quantification, they often come with substantial memory and compute requirements.
Computational challenges are particularly pronounced in large-scale settings, where data sets contain a high number of measurements, and for high-dimensional problems, which require exponentially many parameters to describe probability distributions.
These scenarios can suffer from the curse of dimensionality, which requires exponentially growing computing resources, making conventional approaches computationally intractable.
This dissertation addresses computational challenges by leveraging tensor networks (TNs) to develop computationally efficient probabilistic algorithms.
TNs, also known as tensor decompositions, extend matrix decomposition to higher dimensions by representing large multidimensional arrays, i.e., tensors, in a compact, decomposed format, defined by TN components and TN ranks.
Under the assumption of low-rank structure, TNs enable efficient storage and computation, making large-scale and high-dimensional problems more tractable, even on resource-constrained hardware such as conventional laptops.
The focus of this work is on scalable solutions for Bayesian estimation problems involving Gaussian distributions and exact inference, including recursive filtering and Gaussian process (GP) regression. ...
While probabilistic methods have many benefits, such as recursive estimation and uncertainty quantification, they often come with substantial memory and compute requirements.
Computational challenges are particularly pronounced in large-scale settings, where data sets contain a high number of measurements, and for high-dimensional problems, which require exponentially many parameters to describe probability distributions.
These scenarios can suffer from the curse of dimensionality, which requires exponentially growing computing resources, making conventional approaches computationally intractable.
This dissertation addresses computational challenges by leveraging tensor networks (TNs) to develop computationally efficient probabilistic algorithms.
TNs, also known as tensor decompositions, extend matrix decomposition to higher dimensions by representing large multidimensional arrays, i.e., tensors, in a compact, decomposed format, defined by TN components and TN ranks.
Under the assumption of low-rank structure, TNs enable efficient storage and computation, making large-scale and high-dimensional problems more tractable, even on resource-constrained hardware such as conventional laptops.
The focus of this work is on scalable solutions for Bayesian estimation problems involving Gaussian distributions and exact inference, including recursive filtering and Gaussian process (GP) regression.
We investigate two MIMO systems, the force-to-motion system and wave-to-motion system, employing Spectral Analysis method and Subspace method, respectively. Both synthetic and real-field data are utilized to study the methods. While Spectral Analysis method demon- strates better accuracy, it relies on the assumption of perfect accuracy of the pre-computed force Response Amplitude Operators (RAOs), which is a limitation of this approach. Sub- space method is less precise, it also requires real-time re-evaluation of the system order due to its sensitivity to wave conditions, making this method less versatile.
Comparing these methods with SISO system method and conventional RAO-based method, Spectral Analysis method emerges as the most accurate, followed by Subspace method. These findings strongly support the potential of MIMO system identification to significantly improve ship motion prediction accuracy.
...
We investigate two MIMO systems, the force-to-motion system and wave-to-motion system, employing Spectral Analysis method and Subspace method, respectively. Both synthetic and real-field data are utilized to study the methods. While Spectral Analysis method demon- strates better accuracy, it relies on the assumption of perfect accuracy of the pre-computed force Response Amplitude Operators (RAOs), which is a limitation of this approach. Sub- space method is less precise, it also requires real-time re-evaluation of the system order due to its sensitivity to wave conditions, making this method less versatile.
Comparing these methods with SISO system method and conventional RAO-based method, Spectral Analysis method emerges as the most accurate, followed by Subspace method. These findings strongly support the potential of MIMO system identification to significantly improve ship motion prediction accuracy.
in five distinct ways. ...
in five distinct ways.
Advancing the Kinetics Model in OpenSim for Human Motion Estimation Based on IMUs
Performance Analysis with Wheelchair User Motion
Compared to Marker-based IK, the method leveraging kinetics achieves a Root Mean Squared Difference (RMSD) below 16◦ for three out of four tasks across all joints throughout the trial. After analyzing the only task with degradation in estimation, we conclude that the erroneous IMUs measurements results from Soft Tissue Artefacts (STA) is the most likely reason. For joint torque estimation, the RMSD for joint torque estimation is below 3.05Nm for the tasks less affected STA. Through fine-tuning the EKF, we can achieve fast and responsive estimation results without being affected by numerical differentiation, enabling us to capture both sudden and subtle changes in joint torque estimation. The kinetics model performs better than the kinematics-based model in estimating both kinematics and kinetics and also reduced drifting behavior. Compared to OpenSense, which depends on magnetometer measurements, kinetics model estimation shows comparable kinematics estimation accuracy while excluding
the use of heading information. The results show that including the kinetics model for human motion estimation can improve estimation accuracy and robustness encouraging further studies to include kinetics for human motion estimation. ...
Compared to Marker-based IK, the method leveraging kinetics achieves a Root Mean Squared Difference (RMSD) below 16◦ for three out of four tasks across all joints throughout the trial. After analyzing the only task with degradation in estimation, we conclude that the erroneous IMUs measurements results from Soft Tissue Artefacts (STA) is the most likely reason. For joint torque estimation, the RMSD for joint torque estimation is below 3.05Nm for the tasks less affected STA. Through fine-tuning the EKF, we can achieve fast and responsive estimation results without being affected by numerical differentiation, enabling us to capture both sudden and subtle changes in joint torque estimation. The kinetics model performs better than the kinematics-based model in estimating both kinematics and kinetics and also reduced drifting behavior. Compared to OpenSense, which depends on magnetometer measurements, kinetics model estimation shows comparable kinematics estimation accuracy while excluding
the use of heading information. The results show that including the kinetics model for human motion estimation can improve estimation accuracy and robustness encouraging further studies to include kinetics for human motion estimation.
Multi-Sensor Fusion of IMU, LIDAR and Wheel Encoders
Towards Tightly-Coupled Odometry
The current strategy of generating odometry using the wheel encoders is prone to drift due to the integration of errors into the estimate. Moreover, the estimation takes place on the horizontal plane due to the nature of the wheel encoders. To improve the odometry and extend it to the full 3D space, a solution that makes use of all of the onboard sensors in a tightly coupled manner is required.
In this thesis, we make the first steps towards this larger goal. The contributions of this thesis include: (1) an Extended Kalman Filter (EKF) algorithm to fuse data from the Inertial Measurement Unit (IMU) and wheel encoders to estimate position and orientation of the robot in 6-DoF; (2) a line feature extraction and tracking methodology to extract primitives from LiDAR data; and (3) a Moving Horizon Estimation (MHE) scheme based on a factor-graph formulation to perform pose estimation on the horizontal plane using LiDAR data and wheel encoders.
We test the three modules individually using a combination of simulations and real-world data wherever possible. We found that the MHE scheme is able to reduce drift over the long term, but is sensitive to the effects of outliers in feature matching, motion distortion of LiDAR scans, and wheel slip. The EKF scheme is able to reduce the overall drift and correct for wheel slips.
Based on these results, promising avenues for the improvement of all the proposed modules are given, along with recommendations on how to combine them in a tightly coupled fashion. ...
The current strategy of generating odometry using the wheel encoders is prone to drift due to the integration of errors into the estimate. Moreover, the estimation takes place on the horizontal plane due to the nature of the wheel encoders. To improve the odometry and extend it to the full 3D space, a solution that makes use of all of the onboard sensors in a tightly coupled manner is required.
In this thesis, we make the first steps towards this larger goal. The contributions of this thesis include: (1) an Extended Kalman Filter (EKF) algorithm to fuse data from the Inertial Measurement Unit (IMU) and wheel encoders to estimate position and orientation of the robot in 6-DoF; (2) a line feature extraction and tracking methodology to extract primitives from LiDAR data; and (3) a Moving Horizon Estimation (MHE) scheme based on a factor-graph formulation to perform pose estimation on the horizontal plane using LiDAR data and wheel encoders.
We test the three modules individually using a combination of simulations and real-world data wherever possible. We found that the MHE scheme is able to reduce drift over the long term, but is sensitive to the effects of outliers in feature matching, motion distortion of LiDAR scans, and wheel slip. The EKF scheme is able to reduce the overall drift and correct for wheel slips.
Based on these results, promising avenues for the improvement of all the proposed modules are given, along with recommendations on how to combine them in a tightly coupled fashion.
Enhancing Deep Networks through Customized Iterative Hierarchical Data Augmentation
A Study utilizing the Sussex-Huawei-Locomotion Dataset
In this context, this thesis investigates the application of the Iterative Hierarchical Data Aug- mentation (IHDA) algorithm for ANNs, which represents a VAE-based data augmentation technique. The IHDA method utilizes VAEs not only to generate new data samples but also to map existing data to a lower-dimensional latent space, which is then utilized for identifying samples that might require additional training. The proponents of this method, Khan and Fraz, reported an accuracy elevation for the considered transportation mode detection classifier from 83% to 92%. However, due to the absence of publicly accessible code for this algorithm, the initial step of this thesis involved implementing the IHDA algorithm. Further, this research proposed and incorporated advancements like the σ-VAE, aimed to improve the generative capacity of the VAE and to refine its latent space mapping. Additionally, the Kullback-Leibler (KL) divergence was introduced as a similarity metric, aiming to optimize the identification process of samples that require retraining.
Unfortunately, the results reported by Khan and Fraz could not be reproduced in this study. Furthermore, despite the potential shown by the σ-VAE to improve the generative capacity and refine the latent space mapping, along with the enhanced sample identification through the KL divergence, these enhancements did not lead to an overall improvement in the IHDA algorithm. This was primarily attributed to the low generative performance of the VAEs utilized, which also hindered a thorough evaluation of the effectiveness of the IHDA algorithm.
Given these outcomes, it is suggested that future work should focus on employing more complex VAE models with the potential to enhance their generative performance, which, in turn, could improve the IHDA algorithm’s overall effectiveness. ...
In this context, this thesis investigates the application of the Iterative Hierarchical Data Aug- mentation (IHDA) algorithm for ANNs, which represents a VAE-based data augmentation technique. The IHDA method utilizes VAEs not only to generate new data samples but also to map existing data to a lower-dimensional latent space, which is then utilized for identifying samples that might require additional training. The proponents of this method, Khan and Fraz, reported an accuracy elevation for the considered transportation mode detection classifier from 83% to 92%. However, due to the absence of publicly accessible code for this algorithm, the initial step of this thesis involved implementing the IHDA algorithm. Further, this research proposed and incorporated advancements like the σ-VAE, aimed to improve the generative capacity of the VAE and to refine its latent space mapping. Additionally, the Kullback-Leibler (KL) divergence was introduced as a similarity metric, aiming to optimize the identification process of samples that require retraining.
Unfortunately, the results reported by Khan and Fraz could not be reproduced in this study. Furthermore, despite the potential shown by the σ-VAE to improve the generative capacity and refine the latent space mapping, along with the enhanced sample identification through the KL divergence, these enhancements did not lead to an overall improvement in the IHDA algorithm. This was primarily attributed to the low generative performance of the VAEs utilized, which also hindered a thorough evaluation of the effectiveness of the IHDA algorithm.
Given these outcomes, it is suggested that future work should focus on employing more complex VAE models with the potential to enhance their generative performance, which, in turn, could improve the IHDA algorithm’s overall effectiveness.
While previous studies have highlighted the benefits of the IEKF in poorly initialized systems, it is unclear whether the IEKF and the multiplicative EKF exhibit significant differences in performance when the system is already accurately initialized. Therefore, this thesis aims to investigate whether the IEKF demonstrates improved performance over the MEKF in 3D pose estimation using inertial measurement units (IMUs).
Specifically, the main research question of this thesis is: How does the estimation accuracy of the invariant EKF compare to the multiplicative EKF in the context of pose estimation? In order to gain insight into this, the investigation focuses on three main questions. Firstly, what are the advantages of utilizing a left-invariant EKF (LIEKF) over an MEKF when dealing with a left-invariant measurement model, and similarly, what are the benefits of employing a rightinvariant IEKF (RIEKF) over an MEKF when dealing with a right-invariant measurement model? Secondly, how does the IMU sensor noise magnitude affect the converging performance
of the filters differently? Thirdly, How does the sensor noise magnitude of the external measurements affect the converging performance of the filters differently?
Additionally to the distinction between the left- and right-IEKF, a similar distinction is made for the MEKF. This thesis distinguishes between an MEKF with orientation deviation states resolved in the body frame (MEKF-b) and an MEKF with orientation deviation states resolved in navigation frame (MEKF-n). This distinction is made since it allows for a more natural comparison between the IEKF and MEKF.
To conduct the evaluation, extensive simulations are performed, allowing for controlled variations in these parameters. The simulation results provide insights into the comparative performance of the IEKF and multiplicative EKF under different conditions, shedding light on their strengths and limitations in 3D pose estimation with IMUs.
It was found that the IEKF and MEKF show very comparable results in a large amount of the applications. The state-independent error dynamics have been shown to be beneficial in situations where the initial information of the state of the system is uncertain. Furthermore, the IEKF has been shown to be beneficial in certain edge cases. Firstly, the IEKF shows to be less sensitive to small process noise covariance matrices Q. Secondly, once the gyroscopic noise becomes very large, the RIEKF showed higher estimation accuracy over the MEKF-n. The LIEKF did also show a marginal improvement in estimation accuracy over the MEKF-b.
Finally, it was found in this thesis there are two ways that the external measurement noise influenced the comparison of the estimation accuracy between the IEKF and MEKF. The MEKF-n showed to be sensitive to a low covariance measurement matrix R and additionally, the MEKF-b and MEKF-n both seemed to be marginally more affected by higher external measurement noise than the LIEKF and RIEKF, respectively.
In conclusion, this thesis provides a comprehensive evaluation of the IEKF and MEKF in 3D pose estimation with IMUs. While the IEKF and MEKF exhibit comparable performance in many cases, the IEKF’s state-independent error dynamics and its advantages in certain scenarios highlight its potential superiority over the MEKF. These findings contribute to the understanding of nonlinear state estimation on matrix Lie groups and offer valuable insights for selecting the appropriate filter for specific applications. ...
While previous studies have highlighted the benefits of the IEKF in poorly initialized systems, it is unclear whether the IEKF and the multiplicative EKF exhibit significant differences in performance when the system is already accurately initialized. Therefore, this thesis aims to investigate whether the IEKF demonstrates improved performance over the MEKF in 3D pose estimation using inertial measurement units (IMUs).
Specifically, the main research question of this thesis is: How does the estimation accuracy of the invariant EKF compare to the multiplicative EKF in the context of pose estimation? In order to gain insight into this, the investigation focuses on three main questions. Firstly, what are the advantages of utilizing a left-invariant EKF (LIEKF) over an MEKF when dealing with a left-invariant measurement model, and similarly, what are the benefits of employing a rightinvariant IEKF (RIEKF) over an MEKF when dealing with a right-invariant measurement model? Secondly, how does the IMU sensor noise magnitude affect the converging performance
of the filters differently? Thirdly, How does the sensor noise magnitude of the external measurements affect the converging performance of the filters differently?
Additionally to the distinction between the left- and right-IEKF, a similar distinction is made for the MEKF. This thesis distinguishes between an MEKF with orientation deviation states resolved in the body frame (MEKF-b) and an MEKF with orientation deviation states resolved in navigation frame (MEKF-n). This distinction is made since it allows for a more natural comparison between the IEKF and MEKF.
To conduct the evaluation, extensive simulations are performed, allowing for controlled variations in these parameters. The simulation results provide insights into the comparative performance of the IEKF and multiplicative EKF under different conditions, shedding light on their strengths and limitations in 3D pose estimation with IMUs.
It was found that the IEKF and MEKF show very comparable results in a large amount of the applications. The state-independent error dynamics have been shown to be beneficial in situations where the initial information of the state of the system is uncertain. Furthermore, the IEKF has been shown to be beneficial in certain edge cases. Firstly, the IEKF shows to be less sensitive to small process noise covariance matrices Q. Secondly, once the gyroscopic noise becomes very large, the RIEKF showed higher estimation accuracy over the MEKF-n. The LIEKF did also show a marginal improvement in estimation accuracy over the MEKF-b.
Finally, it was found in this thesis there are two ways that the external measurement noise influenced the comparison of the estimation accuracy between the IEKF and MEKF. The MEKF-n showed to be sensitive to a low covariance measurement matrix R and additionally, the MEKF-b and MEKF-n both seemed to be marginally more affected by higher external measurement noise than the LIEKF and RIEKF, respectively.
In conclusion, this thesis provides a comprehensive evaluation of the IEKF and MEKF in 3D pose estimation with IMUs. While the IEKF and MEKF exhibit comparable performance in many cases, the IEKF’s state-independent error dynamics and its advantages in certain scenarios highlight its potential superiority over the MEKF. These findings contribute to the understanding of nonlinear state estimation on matrix Lie groups and offer valuable insights for selecting the appropriate filter for specific applications.