arXiv subjects

Jochen Trumpf

Publications and source records attributed to Jochen Trumpf.

At least 19 recordsLinked to original sources

arXiv2025

Modular Robot and Landmark Localisation Using Relative Bearing Measurements

In this paper we propose a modular nonlinear least squares filtering approach for systems composed of independent subsystems. The state and error covariance estimate of each subsystem is updated independently, even when a relative measurement simultaneously depends on the states of multiple subsystems. We integrate the Covariance Intersection (CI) algorithm as part of our solution in order to prevent double counting of information when subsystems share estimates with each other. An alternative derivation of the CI algorithm based on least squares estimation makes this integration possible. We particularise the proposed approach to the robot-landmark localization problem. In this problem, noisy measurements of the bearing angle to a stationary landmark position measured relative to the SE(2) pose of a moving robot couple the estimation problems for the robot pose and the landmark position. In a randomized simulation study, we benchmark the proposed modular method against a monolithic joint state filter to elucidate their respective trade-offs. In this study we also include variants of the proposed method that achieve a graceful degradation of performance with reduced communication and bandwidth requirements.

cs.RO↗

arXiv2025

Conservative fusion of unbiased partial state estimates: CI is optimal

We show that Covariance Intersection (CI) is optimal amongst all conservative unbiased linear fusion rules also in the general case of information fusion of two unbiased partial state estimates, significantly generalizing the known optimality result for fusion of full state estimates. In fact, we prove the much stronger result that three different optimization problems are equivalent, namely the abstract optimal conservative unbiased linear information fusion problem with respect to a strictly isotone cost function, the scalar CI problem, and a simple semi-definite program. We provide a general solvability condition for these problems as well as equations characterizing the optimal solutions for the matrix determinant and matrix trace cost functions.

math.OC↗

arXiv2024

Geometric Data Fusion for Collaborative Attitude Estimation

In this paper, we consider the collaborative attitude estimation problem for a multi-agent system. The agents are equipped with sensors that provide directional measurements and relative attitude measurements. We present a bottom-up approach where each agent runs an extended Kalman filter (EKF) locally using directional measurements and augments this with relative attitude measurements provided by neighbouring agents. The covariance estimates of the relative attitude measurements are geometrically corrected to compensate for relative attitude between the agent that makes the measurement and the agent that uses the measurement before being fused with the local estimate using the convex combination ellipsoid (CCE) method to avoid data incest. Simulations are undertaken to numerically evaluate the performance of the proposed algorithm.

eess.SY↗

arXiv2023

Collaborative Bearing Estimation Using Set Membership Methods

We consider the problem of collaborative bearing estimation using a method with historic roots in set theoretic estimation techniques. We refer to this method as the Convex Combination Ellipsoid (CCE) method and show that it provides a less conservative covariance estimate than the well known Covariance Intersection (CI) method. The CCE method does not introduce additional uncertainty that was not already present in the prior estimates. Using our proposed approach for collaborative bearing estimation, the nonlinearity of the bearing measurement is captured as an uncertainty ellipsoid thereby avoiding the need for linearization or approximation via sampling procedures. Simulations are undertaken to evaluate the relative performance of the collaborative bearing estimation solution using the proposed (CCE) and typical (CI) methods.

cs.IT↗

arXiv2021

Inertial Collaborative Localisation for Autonomous Vehicles using a Minimum Energy Filter

Collaborative Localisation has been studied extensively in recent years as a way to improve pose estimation of unmanned aerial vehicles in challenging environments. However little attention has been paid toward advancing the underlying filter design beyond standard Extended Kalman Filter-based approaches. In this paper, we detail a discrete-time collaborative localisation filter using the deterministic minimum-energy framework. The filter incorporates measurements from an inertial measurement unit and models the effects of sensor bias and gravitational acceleration. We present a simulation based on real-world vehicle trajectories and IMU data that demonstrates how collaborative localisation can improve performance over single-vehicle methods.

cs.RO↗

arXiv2020

A Minimum Energy Filter for Localisation of an Unmanned Aerial Vehicle

Accurate localisation of unmanned aerial vehicles is vital for the next generation of automation tasks. This paper proposes a minimum energy filter for velocity-aided pose estimation on the extended special Euclidean group. The approach taken exploits the Lie-group symmetry of the problem to combine Inertial Measurement Unit (IMU) sensor output with landmark measurements into a robust and high performance state estimate. We propose an asynchronous discrete-time implementation to fuse high bandwidth IMU with low bandwidth discrete-time landmark measurements typical of real-world scenarios. The filter's performance is demonstrated by simulation.

eess.SY↗

arXiv2020

Initial-Value Privacy of Linear Dynamical Systems

This paper studies initial-value privacy problems of linear dynamical systems. We consider a standard linear time-invariant system with random process and measurement noises. For such a system, eavesdroppers having access to system output trajectories may infer the system initial states, leading to initial-value privacy risks. When a finite number of output trajectories are eavesdropped, we consider a requirement that any guess about the initial values can be plausibly denied. When an infinite number of output trajectories are eavesdropped, we consider a requirement that the initial values should not be uniquely recoverable. In view of these two privacy requirements, we define differential initial-value privacy and intrinsic initial-value privacy, respectively, for the system as metrics of privacy risks. First of all, we prove that the intrinsic initial-value privacy is equivalent to unobservability, while the differential initial-value privacy can be achieved for a privacy budget depending on an extended observability matrix of the system and the covariance of the noises. Next, the inherent network nature of the considered linear system is explored, where each individual state corresponds to a node and the state and output matrices induce interaction and sensing graphs, leading to a network system. Under this network system perspective, we allow the initial states at some nodes to be public, and investigate the resulting intrinsic initial-value privacy of each individual node. We establish necessary and sufficient conditions for such individual node initial-value privacy, and also prove that the intrinsic initial-value privacy of individual nodes is generically determined by the network structure. These results may be extended to linear systems with time-varying dynamics under the same analysis framework.

eess.SY↗

arXiv2020

Equivariant Systems Theory and Observer Design

A wide range of system models in modern robotics and avionics applications admit natural symmetries. Such systems are termed equivariant and the structure provided by the symmetry is a powerful tool in the design of observers. Significant progress has been made in the last ten years in the design of filters and observers for attitude and pose estimation, tracking of homographies, and velocity aided attitude estimation, by exploiting their inherent Lie-group state-space structure. However, little work has been done for systems on homogeneous spaces, that is systems on manifolds on which a Lie-group acts rather than systems on the Lie-group itself. Recent research in robotic vision has discovered symmetries and equivariant structure on homogeneous spaces for a host of problems including the key problems of visual odometry and visual simultaneous localisation and mapping. These discoveries motivate a deeper look at the structure of equivariant systems on homogeneous spaces. This paper provides a comprehensive development of the foundation theory required to undertake observer and filter design for such systems.

eess.SY↗

arXiv2020

Constructive Observer Design for Visual Simultaneous Localisation and Mapping

Visual Simultaneous Localisation and Mapping (VSLAM) is a well-known problem in robotics with a large range of applications. This paper presents a novel approach to VSLAM by lifting the observer design to a novel Lie group on which the system output is equivariant. The perspective gained from this analysis facilitates the design of a non-linear observer with almost semi-globally asymptotically stable error dynamics. Simulations are provided to illustrate the behaviour of the proposed observer and experiments on data gathered using a fixed-wing UAV flying outdoors demonstrate its performance.

eess.SY↗

arXiv2020

An Observer Design for Visual Simultaneous Localisation and Mapping with Output Equivariance

Visual Simultaneous Localisation and Mapping (VSLAM) is a key enabling technology for small embedded robotic systems such as aerial vehicles. Recent advances in equivariant filter and observer design offer the potential of a new generation of highly robust algorithms with low memory and computation requirements for embedded system applications. This paper studies observer design on the symmetry group proposed in previous work by the authors, in the case where inverse depth measurements are available. Exploiting this symmetry leads to a simple fully non-linear gradient based observer with almost global asymptotic and local exponential stability properties. Simulation experiments verify the observer design, and demonstrate that the proposed observer achieves similar accuracy to the widely used Extended Kalman Filter with significant gains in processing time (linear verses quadratic bounds with respect to number of landmarks) and qualitative improvements in robustness.

cs.RO↗

arXiv2020

A Minimum Energy Filter for Distributed Multirobot Localisation

We present a new approach to the cooperative localisation problem by applying the theory of minimum energy filtering. We consider the problem of estimating the pose of a group of mobile robots in an environment where robots can perceive fixed landmarks and neighbouring robots as well as share information with others over a communication channel. Whereas the vast majority of the existing literature applies some variant of a Kalman Filter, we derive a set of filter equations for the global state estimate based on the principle of minimum energy filtering. We show how the filter equations can be decoupled and the calculations distributed among the robots in the network without requiring a central processing node. Finally, we provide a demonstration of the filter's performance in simulation.

eess.SY↗

arXiv2020

Equivariant Filter Design for Kinematic Systems on Lie Groups

It is known that invariance and equivariance properties for systems on Lie groups can be exploited in the design of high performance and robust observers and filters for real-world robotic systems. This paper proposes an analysis framework that allows any kinematic system on a Lie group to be embedded in a natural manner into an equivariant kinematic system. This framework allows us to characterise the properties of, and relationships between, invariant systems, group affine systems, and equivariant systems. We propose a new filter design, the Equivariant Filter (EqF), that exploits the equivariance properties of the system embedding and can be applied to any kinematic system on a Lie group.

eess.SY↗

arXiv2019

An Equivariant Observer Design for Visual Localisation and Mapping

This paper builds on recent work on Simultaneous Localisation and Mapping (SLAM) in the non-linear observer community, by framing the visual localisation and mapping problem as a continuous-time equivariant observer design problem on the symmetry group of a kinematic system. The state-space is a quotient of the robot pose expressed on SE(3) and multiple copies of real projective space, used to represent both points in space and bearings in a single unified framework. An observer with decoupled Riccati-gains for each landmark is derived and we show that its error system is almost globally asymptotically stable and exponentially stable in-the-large.

cs.RO↗

arXiv2018

A Geometric Observer for Scene Reconstruction Using Plenoptic Cameras

This paper proposes an observer for generating depth maps of a scene from a sequence of measurements acquired by a two-plane light-field (plenoptic) camera. The observer is based on a gradient-descent methodology. The use of motion allows for estimation of depth maps where the scene contains insufficient texture for static estimation methods to work. A rigourous analysis of stability of the observer error is provided, and the observer is tested in simulation, demonstrating convergence behaviour.

math.OC↗

arXiv2016

Feature-based Recursive Observer Design for Homography Estimation

This paper presents a new algorithm for online estimation of a sequence of homographies applicable to image sequences obtained from robotic vehicles equipped with vision sensors. The approach taken exploits the underlying Special Linear group structure of the set of homographies along with gyroscope measurements and direct point-feature correspondences between images to develop temporal filter for the homography estimate. Theoretical analysis and experimental results are provided to demonstrate the robustness of the proposed algorithm. The experimental results show excellent performance even in the case of very fast camera motion (relative to frame rate), severe occlusion, and in the presence of specular reflections.

cs.CV↗

arXiv2015

Convergence and State Reconstruction of Time-varying Multi-agent Systems from Complete Observability Theory

We study continuous-time consensus dynamics for multi-agent systems with undirected switching interaction graphs. We establish a necessary and sufficient condition for exponential asymptotic consensus based on the classical theory of complete observability. The proof is remarkably simple compared to similar results in the literature and the conditions for consensus are mild. This observability-based method can also be applied to the case where negatively weighted edges are present. Additionally, as a by-product of the observability based arguments, we show that the nodes' initial value can be recovered from the signals on the edges up to a shift of the network average.

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arXiv2015

Observers for invariant systems on Lie groups with biased input measurements and homogeneous outputs

This paper provides a new observer design methodology for invariant systems whose state evolves on a Lie group with outputs in a collection of related homogeneous spaces and where the measurement of system input is corrupted by an unknown constant bias. The key contribution of the paper is to study the combined state and input bias estimation problem in the general setting of Lie groups, a question for which only case studies of specific Lie groups are currently available. We show that any candidate observer (with the same state space dimension as the observed system) results in non-autonomous error dynamics, except in the trivial case where the Lie-group is Abelian. This precludes the application of the standard non-linear observer design methodologies available in the literature and leads us to propose a new design methodology based on employing invariant cost functions and general gain mappings. We provide a rigorous and general stability analysis for the case where the underlying Lie group allows a faithful matrix representation. We demonstrate our theory in the example of rigid body pose estimation and show that the proposed approach unifies two competing pose observers published in prior literature.

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arXiv2015

Gradient-like observer design on the Special Euclidean group SE(3) with system outputs on the real projective space

A nonlinear observer on the Special Euclidean group $\mathrm{SE(3)}$ for full pose estimation, that takes the system outputs on the real projective space directly as inputs, is proposed. The observer derivation is based on a recent advanced theory on nonlinear observer design. A key advantage with respect to existing pose observers on $\mathrm{SE(3)}$ is that we can now incorporate in a unique observer different types of measurements such as vectorial measurements of known inertial vectors and position measurements of known feature points. The proposed observer is extended allowing for the compensation of unknown constant bias present in the velocity measurements. Rigorous stability analyses are equally provided. Excellent performance of the proposed observers are shown by means of simulations.

math.OC↗