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IMU and VO Loose Fusion based on ESKF

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IMU and VO Loose Fusion based on ESKF

  1. 1. IMU and VO Fusion based on ESKF Hongchen Gao System State State Prediction IMU-driven system kinematics in discrete time The error-state Jacobian and perturbation matrices Measurement Update (Fusing IMU with VO data) Measurement Models Measurement Jacobian Matrix Filter Correction QA & Challenges ThankYou . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IMU and VO Loose Fusion based on ESKF Hongchen Gao cggos@outlook.com 2021.07.19 Hongchen Gao IMU and VO Fusion based on ESKF 2021.07.19 1 / 9
  2. 2. IMU and VO Fusion based on ESKF Hongchen Gao System State State Prediction IMU-driven system kinematics in discrete time The error-state Jacobian and perturbation matrices Measurement Update (Fusing IMU with VO data) Measurement Models Measurement Jacobian Matrix Filter Correction QA & Challenges ThankYou . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . System State the nominal-state x =       p v q ba bg       ∈ R16×1 the error-state δx =       δp δv δθ δba δbg       ∈ R15×1 the true-state xt = x ⊕ δx Hongchen Gao IMU and VO Fusion based on ESKF 2021.07.19 2 / 9
  3. 3. IMU and VO Fusion based on ESKF Hongchen Gao System State State Prediction IMU-driven system kinematics in discrete time The error-state Jacobian and perturbation matrices Measurement Update (Fusing IMU with VO data) Measurement Models Measurement Jacobian Matrix Filter Correction QA & Challenges ThankYou . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . State Prediction IMU-driven system kinematics in discrete time The nominal-state kinematics p ← p + v∆t + 1 2 (R (am − ab) + g) ∆t2 v ← v + (R (am − ab) + g) ∆t q ← q ⊗ q {(ωm − ωb) ∆t} ab ← ab ωb ← ωb The error-state kinematics δp ← δp + δv∆t δv ← δv + −R [am − ab]× δθ − Rδab + δg ∆t + vi δθ ← R⊤ {(ωm − ωb) ∆t} δθ − δωb∆t + θi δab ← δab + ai δωb ← δωb + ωi Hongchen Gao IMU and VO Fusion based on ESKF 2021.07.19 3 / 9
  4. 4. IMU and VO Fusion based on ESKF Hongchen Gao System State State Prediction IMU-driven system kinematics in discrete time The error-state Jacobian and perturbation matrices Measurement Update (Fusing IMU with VO data) Measurement Models Measurement Jacobian Matrix Filter Correction QA Challenges ThankYou . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . State Prediction The error-state Jacobian and perturbation matrices The error-state system is δx ← f (x, δx, i) = Fx (x) · δx + Fi · i The ESKF prediction equations are written ˆ δx ← Fx (x) · ˆ δx P ← FxPF⊤ x + FiQiF⊤ i where Fx = ∂f ∂δx
  5. 5. x =    I I∆t 0 0 0 0 I −R [am − ab]× ∆t −R∆t 0 0 0 R⊤ {(ωm − ωb) ∆t} 0 −I∆t 0 0 0 I 0 0 0 0 0 I    Fi = ∂f ∂i
  6. 6. x =   0 0 0 0 I 0 0 0 0 I 0 0 0 0 I 0 0 0 0 I   Qi = Vi 0 0 0 0 Θi 0 0 0 0 Ai 0 0 0 0 Ωi # with        Vi = σ2 ãn ∆t2I m2/s2 Θi = σ2 ω̃n ∆t2I rad2 Ai = σ2 aw ∆tI m2/s4 Ωi = σ2 ωw ∆tI rad2/s2 Hongchen Gao IMU and VO Fusion based on ESKF 2021.07.19 4 / 9
  7. 7. IMU and VO Fusion based on ESKF Hongchen Gao System State State Prediction IMU-driven system kinematics in discrete time The error-state Jacobian and perturbation matrices Measurement Update (Fusing IMU with VO data) Measurement Models Measurement Jacobian Matrix Filter Correction QA Challenges ThankYou . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Measurement Update (Fusing IMU with VO data) Measurement Models Measurement Function h(x̂) ←− Tc0cm · Tcb · T−1 b0bm | {z } Tvw ·Tb0bn · T−1 cb =Tvw · T · T−1 cb = RvwRRT cb Rvw(t + Rtbc) + Rc0cm tcb + tc0cm 0 1 Measurement Residual r = z ⊖ h(x̂) = tz − t̂ θz ⊖ θ̂ = tz − t̂ 2 [q̂∗ ⊗ qz]vec ∈ R6 Hongchen Gao IMU and VO Fusion based on ESKF 2021.07.19 5 / 9
  8. 8. IMU and VO Fusion based on ESKF Hongchen Gao System State State Prediction IMU-driven system kinematics in discrete time The error-state Jacobian and perturbation matrices Measurement Update (Fusing IMU with VO data) Measurement Models Measurement Jacobian Matrix Filter Correction QA Challenges ThankYou . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Measurement Update (Fusing IMU with VO data) Measurement Jacobian Matrix Measurement Jacobian Matrix w.r.t Error-State H = ∂h(x) ∂δx
  9. 9. x=x̂ = − ∂r ∂δx
  10. 10. x=x̂ ht w.r.t δt ∂ht ∂δt = Rvw ht w.r.t δθ ∂ht ∂δθ = ∂RvwRtbc ∂δθ = Rvw · ∂Rtbc ∂δθ = −Rvw · R · t∧ bc hθ w.r.t δθ ∂hθ ∂δθ = ∂θ{RvwRRT cb} ∂δθ = ∂2 qvw ⊗ q ⊗ qT cb vec ∂δθ = 2 [0 I] · ∂qvwqqT cb ∂δθ = 2 [0 I] · ∂qvw ⊗ (q ⊗ δq) ⊗ qT cb ∂δq · ∂δq ∂δθ = 2 [0 I] · ∂L(qvw ⊗ q) · R(qT cb) · δq ∂δq · ∂ h 1 1 2 δθ i ∂δθ = [0 I]3×4 · L(qvw ⊗ q) · R(qT cb) · h 0 I i 4×3 Hongchen Gao IMU and VO Fusion based on ESKF 2021.07.19 6 / 9
  11. 11. IMU and VO Fusion based on ESKF Hongchen Gao System State State Prediction IMU-driven system kinematics in discrete time The error-state Jacobian and perturbation matrices Measurement Update (Fusing IMU with VO data) Measurement Models Measurement Jacobian Matrix Filter Correction QA Challenges ThankYou . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Measurement Update (Fusing IMU with VO data) Filter Correction the Kalman Gain K = PHT (HPHT + R)−1 the error-state δx ←− Kr the covariance matrix P ←− (I − KH)P the best true-state estimation xt = x ⊕ δx −→ p = p̂ + δp v = v̂ + δv R = R̂ · ∆R{δθ} ba = ˆ ba + δba bg = ˆ bg + δbg Hongchen Gao IMU and VO Fusion based on ESKF 2021.07.19 7 / 9
  12. 12. IMU and VO Fusion based on ESKF Hongchen Gao System State State Prediction IMU-driven system kinematics in discrete time The error-state Jacobian and perturbation matrices Measurement Update (Fusing IMU with VO data) Measurement Models Measurement Jacobian Matrix Filter Correction QA Challenges ThankYou . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . QA Challenges 1 Measurement Function 2 Measurement Jacobian Matrix of ESKF 3 Rotation Perturbation in the Formula of Residual and Correction 4 EKF Tuning: R, Q, P Hongchen Gao IMU and VO Fusion based on ESKF 2021.07.19 8 / 9
  13. 13. IMU and VO Fusion based on ESKF Hongchen Gao System State State Prediction IMU-driven system kinematics in discrete time The error-state Jacobian and perturbation matrices Measurement Update (Fusing IMU with VO data) Measurement Models Measurement Jacobian Matrix Filter Correction QA Challenges ThankYou . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ThankYou Thank You! Hongchen Gao IMU and VO Fusion based on ESKF 2021.07.19 9 / 9

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