Extended Kalman Filter - Advanced Techniques in Dynamic State Estimation for Robotic Systems
Fouad Sabry
Publisher: One Billion Knowledgeable
Summary
1: Extended Kalman filter: Introduces the extended Kalman filter (EKF), a core tool in nonlinear estimation. 2: Bra–ket notation: Explains the mathematical foundation, focusing on the structure of quantumlike systems. 3: Curvature: Discusses the concept of curvature and its influence on the performance of nonlinear filters. 4: Maximum likelihood estimation: Details the statistical approach used for estimating parameters with the highest likelihood. 5: Kalman filter: Provides an indepth exploration of the Kalman filter, the basis for many state estimation techniques. 6: Covariance matrix: Describes the covariance matrix and its role in quantifying uncertainty in filtering. 7: Propagation of uncertainty: Explores how uncertainty propagates over time and affects filtering accuracy. 8: Levenberg–Marquardt algorithm: Introduces this algorithm, which optimizes nonlinear least squares problems. 9: Confidence region: Explains the statistical region that quantifies the precision of parameter estimates. 10: Nonlinear regression: Focuses on methods for fitting nonlinear models to data using optimization techniques. 11: Estimation theory: Provides the theory behind estimation, essential for understanding filter design and analysis. 12: Generalized least squares: Discusses the generalized approach for solving regression problems in the presence of heteroscedasticity. 13: Von Mises–Fisher distribution: Introduces this probability distribution useful for directional data in high dimensions. 14: Ensemble Kalman filter: Explores a variation of the Kalman filter suitable for largescale nonlinear systems. 15: Filtering problem (stochastic processes): Details how filtering can be applied to random processes in dynamic systems. 16: GPS/INS: Describes the integration of GPS and inertial navigation systems for precise navigation and estimation. 17: Linear least squares: Covers the least squares method for solving linear regression problems. 18: Symmetrypreserving filter: Introduces filters designed to preserve symmetry in systems, important in robotics. 19: Invariant extended Kalman filter: Explains a variation of EKF that maintains invariance in nonlinear systems. 20: Unscented transform: Discusses the unscented transform, a technique for improving state estimation in nonlinear models. 21: SAMV (algorithm): Introduces the SAMV algorithm for robust estimation in uncertain environments.
