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Symmetry-preserving Filter
In mathematics, Symmetry-preserving observers,S. Bonnabel, Ph. Martin and E. Salaün, "Invariant Extended Kalman Filter: theory and application to a velocity-aided attitude estimation problem", 48th IEEE Conference on Decision and Control, pp. 1297-1304, 2009. also known as invariant filters, are estimation techniques whose structure and design take advantage of the natural symmetries (or invariances) of the considered nonlinear model. As such, the main benefit is an expected much larger domain of convergence than standard filtering methods, e.g. Extended Kalman Filter (EKF) or Unscented Kalman Filter (UKF). Motivation Most physical systems possess natural symmetries (or invariance), i.e. there exist transformations (e.g. rotations, translations, scalings) that leave the system unchanged. From mathematical and engineering viewpoints, it makes sense that a filter well-designed for the system being considered should preserve the same invariance properties. Definition Conside ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Nonlinear Model
In mathematics, nonlinear modelling is empirical or semi-empirical modelling which takes at least some nonlinearities into account. Nonlinear modelling in practice therefore means modelling of phenomena in which independent variables affecting the system can show complex and synergetic nonlinear effects. Contrary to traditional modelling methods, such as linear regression and basic statistical methods, nonlinear modelling can be utilized efficiently in a vast number of situations where traditional modelling is impractical or impossible. The newer nonlinear modelling approaches include non-parametric methods, such as feedforward neural network A feedforward neural network (FNN) is an artificial neural network wherein connections between the nodes do ''not'' form a cycle. As such, it is different from its descendant: recurrent neural networks. The feedforward neural network was the ...s, kernel regression, multivariate splines, etc., which do not require a ''priori'' knowled ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Kalman Filter
For statistics and control theory, Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, including statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more accurate than those based on a single measurement alone, by estimating a joint probability distribution over the variables for each timeframe. The filter is named after Rudolf E. Kálmán, who was one of the primary developers of its theory. This digital filter is sometimes termed the ''Stratonovich–Kalman–Bucy filter'' because it is a special case of a more general, nonlinear filter developed somewhat earlier by the Soviet mathematician Ruslan Stratonovich. In fact, some of the special case linear filter's equations appeared in papers by Stratonovich that were published before summer 1960, when Kalman met with Stratonovich during a conference in Moscow. Kalman filtering has numerous tech ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Transformation (geometry)
In mathematics, a geometric transformation is any bijection of a set to itself (or to another such set) with some salient geometrical underpinning. More specifically, it is a function whose domain and range are sets of points — most often both \mathbb^2 or both \mathbb^3 — such that the function is bijective so that its inverse exists. The study of geometry may be approached by the study of these transformations. Classifications Geometric transformations can be classified by the dimension of their operand sets (thus distinguishing between, say, planar transformations and spatial transformations). They can also be classified according to the properties they preserve: * Displacements preserve distances and oriented angles (e.g., translations); * Isometries preserve angles and distances (e.g., Euclidean transformations); * Similarities preserve angles and ratios between distances (e.g., resizing); * Affine transformations preserve parallelism (e.g., scaling, shear); * Proje ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Transformation Group
In mathematics, the automorphism group of an object ''X'' is the group consisting of automorphisms of ''X'' under composition of morphisms. For example, if ''X'' is a finite-dimensional vector space, then the automorphism group of ''X'' is the group of invertible linear transformations from ''X'' to itself (the general linear group of ''X''). If instead ''X'' is a group, then its automorphism group \operatorname(X) is the group consisting of all group automorphisms of ''X''. Especially in geometric contexts, an automorphism group is also called a symmetry group. A subgroup of an automorphism group is sometimes called a transformation group. Automorphism groups are studied in a general way in the field of category theory. Examples If ''X'' is a set with no additional structure, then any bijection from ''X'' to itself is an automorphism, and hence the automorphism group of ''X'' in this case is precisely the symmetric group of ''X''. If the set ''X'' has additional structur ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Invariant Observer
Invariant and invariance may refer to: Computer science * Invariant (computer science), an expression whose value doesn't change during program execution ** Loop invariant, a property of a program loop that is true before (and after) each iteration * A data type in method overriding that is neither covariant nor contravariant * Class invariant, an invariant used to constrain objects of a class Physics, mathematics, and statistics * Invariant (mathematics), a property of a mathematical object that is not changed by a specific operation or transformation ** Rotational invariance, the property of function whose value does not change when arbitrary rotations are applied to its argument ** Scale invariance, a property of objects or laws that do not change if scales of length, energy, or other variables, are multiplied by a common factor ** Topological invariant * Invariant (physics), something does not change under a transformation, such as from one reference frame to another * ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Invariant Output Error
Invariant and invariance may refer to: Computer science * Invariant (computer science), an expression whose value doesn't change during program execution ** Loop invariant, a property of a program loop that is true before (and after) each iteration * A data type in method overriding that is neither covariant nor contravariant * Class invariant, an invariant used to constrain objects of a class Physics, mathematics, and statistics * Invariant (mathematics), a property of a mathematical object that is not changed by a specific operation or transformation ** Rotational invariance, the property of function whose value does not change when arbitrary rotations are applied to its argument ** Scale invariance, a property of objects or laws that do not change if scales of length, energy, or other variables, are multiplied by a common factor ** Topological invariant * Invariant (physics), something does not change under a transformation, such as from one reference frame to another * ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Invariant Extended Kalman Filter
The invariant extended Kalman filter (IEKF) (not to be confused with the iterated extended Kalman filter) was first introduced as a version of the extended Kalman filter (EKF) for nonlinear systems possessing symmetries (or ''invariances''), then generalized and recast as an adaptation to Lie groups of the linear Kalman filtering theory.Barrau, A., & Bonnabel, S. (2016). The invariant extended Kalman filter as a stable observer. IEEE Transactions on Automatic Control, 62(4), 1797-1812. Instead of using a linear correction term based on a linear output error, the IEKF uses a geometrically adapted correction term based on an invariant output error; in the same way the gain matrix is not updated from a linear state error, but from an invariant state error. The main benefit is that the gain and covariance equations have reduced dependence on the estimated value of the state. In some cases they converge to constant values on a much bigger set of trajectories than is the case for the EKF, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Attitude And Heading Reference Systems
An attitude and heading reference system (AHRS) consists of sensors on three axes that provide attitude information for aircraft, including roll, pitch, and yaw. These are sometimes referred to as MARG (Magnetic, Angular Rate, and Gravity) sensors and consist of either solid-state or microelectromechanical systems (MEMS) gyroscopes, accelerometers and magnetometers. They are designed to replace traditional mechanical gyroscopic flight instruments. The main difference between an Inertial measurement unit (IMU) and an AHRS is the addition of an on-board processing system in an AHRS, which provides attitude and heading information. This is in contrast to an IMU, which delivers sensor data to an additional device that computes attitude and heading. With sensor fusion, drift from the gyroscopes integration is compensated for by reference vectors, namely gravity, and the Earth's magnetic field. This results in a drift-free orientation, making an AHRS a more cost effective solution th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Oceanography
Oceanography (), also known as oceanology and ocean science, is the scientific study of the oceans. It is an Earth science, which covers a wide range of topics, including ecosystem dynamics; ocean currents, waves, and geophysical fluid dynamics; plate tectonics and the geology of the sea floor; and fluxes of various chemical substances and physical properties within the ocean and across its boundaries. These diverse topics reflect multiple disciplines that oceanographers utilize to glean further knowledge of the world ocean, including astronomy, biology, chemistry, climatology, geography, geology, hydrology, meteorology and physics. Paleoceanography studies the history of the oceans in the geologic past. An oceanographer is a person who studies many matters concerned with oceans, including marine geology, physics, chemistry and biology. History Early history Humans first acquired knowledge of the waves and currents of the seas and oceans in pre-historic times. Observations ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Nonlinear Filters
In mathematics and science, a nonlinear system is a system in which the change of the output is not proportional to the change of the input. Nonlinear problems are of interest to engineers, biologists, physicists, mathematicians, and many other scientists because most systems are inherently nonlinear in nature. Nonlinear dynamical systems, describing changes in variables over time, may appear chaotic, unpredictable, or counterintuitive, contrasting with much simpler linear systems. Typically, the behavior of a nonlinear system is described in mathematics by a nonlinear system of equations, which is a set of simultaneous equations in which the unknowns (or the unknown functions in the case of differential equations) appear as variables of a polynomial of degree higher than one or in the argument of a function which is not a polynomial of degree one. In other words, in a nonlinear system of equations, the equation(s) to be solved cannot be written as a linear combination of the u ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
