Journal
AUTONOMOUS ROBOTS
Volume 39, Issue 3, Pages 221-238Publisher
SPRINGER
DOI: 10.1007/s10514-015-9455-y
Keywords
State estimation; Localization; Continuous time; Gaussian process regression
Funding
- Canada Research Chair Program
- Natural Sciences and Engineering Research Council of Canada
- Academy of Finland
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In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is viewed as a one-dimensional GP, with time as the independent variable. Our continuous-time prior can be defined by any nonlinear, time-varying stochastic differential equation driven by white noise; this allows the possibility of smoothing our trajectory estimates using a variety of vehicle dynamics models (e.g. 'constant-velocity'). We show that this class of prior results in an inverse kernel matrix (i.e., covariance matrix between all pairs of measurement times) that is exactly sparse (block-tridiagonal) and that this can be exploited to carry out GP regression (and interpolation) very efficiently. When the prior is based on a linear, time-varying stochastic differential equation and the measurement model is also linear, this GP approach is equivalent to classical, discrete-time smoothing (at the measurement times); when a nonlinearity is present, we iterate over the whole trajectory to maximize accuracy. We test the approach experimentally on a simultaneous trajectory estimation and mapping problem using a mobile robot dataset.
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