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invariantSmoothing.md

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Invariant smoothing on Lie Groups

Author: Paul Chauchat

Year: 2018

Notes:

  • group affine observation system = class of estimation pb on Lie Groups
  • independence linearization => no need to relinearize
  • smoothing approach for SLAM takes advantage of the sparsity of the pb
  • Here equations must have specific properties more than lying on manifold (group affine systems on Lie Groups)
  • uncertainty on Lie-group with left or right multiplicative noise based on a gaussian noise vector projected through exponential map
  • Extension to invariant KF to smoothing

Smoothing:

  • filtering: consider only latest state of the system
  • smoothing: recover the MAP of the full trajectory given a set of measurements
  • MAP can be converted in least square pb under the assumption of additive gaussian noise
  • The link between factor graph is straight forward -> each term of the sum are referred as factors
  • $\boxminus : M \times M \rightarrow TM$ & $\boxplus : M \times TM \rightarrow M$ BEWARE these can be defined for left or right operation

Invariant smoothing:

  • a group affine observation system has specific properties on $f$ (dynamic model) and $h$ (observation model)
  • After calculations, linearization of factors do not depend on current state

Experiments:

  • A 2D wheeled robot with odometers and artificial observations that are noisy added groundtruth poses (~GNSS)
  • All smoothing methods are more robust to wrong initialization than filtering