Second-Order-Optimal Minimum-Energy Filters on Lie Groups

DOI10.1109/TAC.2015.2506662MaRDI QIDQ2980334zbMATH OpenOpenAlexWikidataFDO

Authors Alessandro Saccon, Jochen Trumpf, Robert Mahony, A. Pedro Aguiar

Publication date 3 May 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2015.2506662

Mathematics Subject Classification ID

Geometric methods (93B27) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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Cited in

(14)

• Solution to the HJB equation for LQR-type problems on compact connected Lie groups
• Observers for invariant systems on Lie groups with biased input measurements and homogeneous outputs
• Second-order recursive filtering on the rigid-motion Lie group \(\mathrm{SE}_3\) based on nonlinear observations
• Invariant extended Kalman filter on matrix Lie groups
• A bundle framework for observer design on smooth manifolds with symmetry
• Extended information filter on matrix Lie groups
• From intrinsic optimization to iterated extended Kalman filtering on Lie groups
• Second Order Minimum Energy Filtering on $${\text {SE}}_{3}$$ with Nonlinear Measurement Equations
• Second-order-optimal filtering on SE\((2)\times\mathbb{R}^2\) for the Chaplygin sleigh
• Geometric optimal filtering for an articulated \(n\)-trailer vehicle with unknown parameters
• Minimum-energy switching geometric filter on Lie groups for differential-drive wheeled mobile robots
• A critical comparison on attitude estimation: from Gaussian approximate filters to coordinate-free dual optimal control
• Discrete-time generalized canonical transformations for non-autonomous systems
• Exact maximum likelihood nonlinear filtering equations and stability properties of the optimal nonlinear filter

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