Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.

Solving Ordinary Differential Equations

Combining visual and inertial measurements has become popular in mobile robotics, since the two sensing modalities offer complementary characteristics that make them the ideal choice for accurate visual-inertial odometry or simultaneous localization and mapping SLAM. While historically the problem has been addressed with filtering, advancements in visual estimation suggest that nonlinear optimization offers superior accuracy, while still tractable in complexity thanks to the sparsity of the underlying problem. Taking inspiration from these findings, we formulate a rigorously probabilistic cost function that combines reprojection errors of landmarks and inertial terms. The problem is kept tractable and thus ensuring real-time operation by limiting the optimization to a bounded window of keyframes through marginalization. Keyframes may be spaced in time by arbitrary intervals, while still related by linearized inertial terms. We present evaluation results on complementary datasets recorded with our custom-built stereo visual-inertial hardware that accurately synchronizes accelerometer and gyroscope measurements with imagery. A comparison of both a stereo and monocular version of our algorithm with and without online extrinsics estimation is shown with respect to ground truth. Furthermore, we compare the performance to an implementation of a state-of-the-art stochastic cloning sliding-window filter. This competitive reference implementation performs tightly coupled filtering-based visual-inertial odometry. While our approach declaredly demands more computation, we show its superior performance in terms of accuracy.

/pdf/keyframe-based-visual-inertial-odometry-using-nonlinear-17tj6999kv.pdf

Keyframe-based visual-inertial odometry using nonlinear optimization

Now in its second edition, this accessible text presents a unified Bayesian treatment of state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models. The book focuses on discrete-time state space models and carefully introduces fundamental aspects related to optimal filtering and smoothing. In particular, it covers a range of efficient non-linear Gaussian filtering and smoothing algorithms, as well as Monte Carlo-based algorithms. This updated edition features new chapters on constructing state space models of practical systems, the discretization of continuous-time state space models, Gaussian filtering by enabling approximations, posterior linearization filtering, and the corresponding smoothers. Coverage of key topics is expanded, including extended Kalman filtering and smoothing, and parameter estimation. The book's practical, algorithmic approach assumes only modest mathematical prerequisites, suitable for graduate and advanced undergraduate students. Many examples are included, with Matlab and Python code available online, enabling readers to implement algorithms in their own projects.

Bayesian Filtering and Smoothing

Filtering and smoothing methods are used to produce an accurate estimate of the state of a time-varying system based on multiple observational inputs (data). Interest in these methods has exploded in recent years, with numerous applications emerging in fields such as navigation, aerospace engineering, telecommunications, and medicine. This compact, informal introduction for graduate students and advanced undergraduates presents the current state-of-the-art filtering and smoothing methods in a unified Bayesian framework. Readers learn what non-linear Kalman filters and particle filters are, how they are related, and their relative advantages and disadvantages. They also discover how state-of-the-art Bayesian parameter estimation methods can be combined with state-of-the-art filtering and smoothing algorithms. The book’s practical and algorithmic approach assumes only modest mathematical prerequisites. Examples include MATLAB computations, and the numerous end-of-chapter exercises include computational assignments. MATLAB/GNU Octave source code is available for download at www.cambridge.org/sarkka, promoting hands-on work with the methods.

贝叶斯滤波与平滑 (Bayesian filtering and smoothing)

Filtering and smoothing methods are used to produce an accurate estimate of the state of a time-varying system based on multiple observational inputs (data). Interest in these methods has exploded in recent years, with numerous applications emerging in fields such as navigation, aerospace engineering, telecommunications and medicine. This compact, informal introduction for graduate students and advanced undergraduates presents the current state-of-the-art filtering and smoothing methods in a unified Bayesian framework. Readers learn what non-linear Kalman filters and particle filters are, how they are related, and their relative advantages and disadvantages. They also discover how state-of-the-art Bayesian parameter estimation methods can be combined with state-of-the-art filtering and smoothing algorithms. The book's practical and algorithmic approach assumes only modest mathematical prerequisites. Examples include MATLAB computations, and the numerous end-of-chapter exercises include computational assignments. MATLAB/GNU Octave source code is available for download at www.cambridge.org/sarkka, promoting hands-on work with the methods.

/pdf/bayesian-filtering-and-smoothing-4w1c72z7m8.pdf

This paper proposes a numerical-integration perspective on the Gaussian filters. A Gaussian filter is approximation of the Bayesian inference with the Gaussian posterior probability density assumption being valid. There exists a variation of Gaussian filters in the literature that derived themselves from very different backgrounds. From the numerical-integration viewpoint, various versions of Gaussian filters are only distinctive from each other in their specific treatments of approximating the multiple statistical integrations. A common base is provided for the first time to analyze and compare Gaussian filters with respect to accuracy, efficiency and stability factor. This study is expected to facilitate the selection of appropriate Gaussian filters in practice and to help design more efficient filters by employing better numerical integration methods

A Numerical-Integration Perspective on Gaussian Filters

The design of strapdown inertial navigation system (INS) algorithms based on dual quaternions is addressed. Dual quaternion is a most concise and efficient mathematical tool to represent rotation and translation simultaneously, i.e., the general displacement of a rigid body. The principle of strapdown inertial navigation is represented using the tool of dual quaternion. It is shown that the principle can be expressed by three continuous kinematic equations in dual quaternion. These equations take the same form as the attitude quaternion rate equation. Subsequently, one new numerical integration algorithm is structured to solve the three kinematic equations, utilizing the traditional two-speed approach originally developed in attitude integration. The duality between the coning and sculling corrections, raised in the recent literature, can be essentially explained by splitting the new algorithm into the corresponding rotational and translational parts. The superiority of the new algorithm over conventional ones in accuracy is analytically derived. A variety of simulations are carried out to support the analytic results. The numerical results agree well with the analyses. The new algorithm turns out to be a better choice than any conventional algorithm for high-precision navigation systems and high-maneuver applications. Several guidelines in choosing a suitable navigation algorithm are also provided.

Strapdown inertial navigation system algorithms based on dual quaternions

The in-flight alignment is a critical stage for airborne inertial navigation system/Global Positioning System (INS/GPS) applications. The alignment task is usually carried out by the Kalman filtering technique that necessitates a good initial attitude to obtain a satisfying performance. Due to the airborne dynamics, the in-flight alignment is much more difficult than the alignment on the ground. An optimization-based coarse alignment approach that uses GPS position/velocity as input, founded on the newly-derived velocity/position integration formulae is proposed. Simulation and flight test results show that, with the GPS lever arm well handled, it is potentially able to yield the initial heading up to 1 deg accuracy in 10 s. It can serve as a nice coarse in-flight alignment without any prior attitude information for the subsequent fine Kalman alignment. The approach can also be applied to other applications that require aligning the INS on the run.

Velocity/Position Integration Formula Part I: Application to In-Flight Coarse Alignment

Optimization-based alignment for inertial navigation systems: Theory and algorithm

Calibration of inertial measurement units (IMU) is carried out to estimate the coefficients which transform the raw outputs of inertial sensors to meaningful quantities of interest. Based on the fact that the norms of the measured outputs of the accelerometer and gyroscope cluster are equal to the magnitudes of specific force and rotational velocity inputs, respectively, an improved multi-position calibration approach is proposed. Specifically, two open but important issues are addressed for the multi-position calibration: (1) calibration of inter-triad misalignment between the gyroscope and accelerometer triads and (2) the optimal calibration scheme design. A new approach to calibrate the inter-triad misalignment is devised using the rotational axis direction measurements separately derived from the gyroscope and accelerometer triads. By maximizing the sensitivity of the norm of the IMU measurement with respect to the calibration parameters, we propose an approximately optimal calibration scheme. Simulations and real tests show that the improved multi-position approach outperforms the traditional laboratory calibration method, meanwhile relaxing the requirement of precise orientation control.

https://iopscience.iop.org/article/10.1088/0957-0233/21/1/015107/pdf

Yuanxin Wu

Papers

A Numerical-Integration Perspective on Gaussian Filters

Strapdown inertial navigation system algorithms based on dual quaternions

Velocity/Position Integration Formula Part I: Application to In-Flight Coarse Alignment

Optimization-based alignment for inertial navigation systems: Theory and algorithm

Improved multi-position calibration for inertial measurement units