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Continuous-Discrete von Mises-Fisher Filtering on S2 for Reference Vector Tracking

Tronarp, Filip LU ; Hostettler, Roland and Särkkä, Simo (2018) 21st International Conference on Information Fusion, FUSION 2018 p.1345-1352
Abstract

This paper is concerned with tracking of reference vectors in the continuous-discrete-time setting. For this end, an Itô stochastic differential equation, using the gyroscope as input, is formulated that explicitly accounts for the geometry of the problem. The filtering problem is solved by restricting the prediction and filtering distributions to the von Mises-Fisher class, resulting in ordinary differential equations for the parameters. A strategy for approximating Bayesian updates and marginal likelihoods is developed for the class of conditionally spherical measurement distributions' which is realistic for sensors such as accelerometers and magnetometers, and includes robust likelihoods. Furthermore, computationally efficient and... (More)

This paper is concerned with tracking of reference vectors in the continuous-discrete-time setting. For this end, an Itô stochastic differential equation, using the gyroscope as input, is formulated that explicitly accounts for the geometry of the problem. The filtering problem is solved by restricting the prediction and filtering distributions to the von Mises-Fisher class, resulting in ordinary differential equations for the parameters. A strategy for approximating Bayesian updates and marginal likelihoods is developed for the class of conditionally spherical measurement distributions' which is realistic for sensors such as accelerometers and magnetometers, and includes robust likelihoods. Furthermore, computationally efficient and numerically robust implementations are presented. The method is compared to other state-of-the-art filters in simulation experiments involving tracking of the local gravity vector. Additionally, the methodology is demonstrated in the calibration of a smartphone's accelerometer and magnetometer. Lastly, the method is compared to state-of-the-art in gravity vector tracking for smartphones in two use cases, where it is shown to be more robust to unmodeled accelerations.

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Please use this url to cite or link to this publication:
author
; and
publishing date
type
Chapter in Book/Report/Conference proceeding
publication status
published
subject
keywords
Directional statistics, robust filtering, sensor calibration, von Mises-Fisher distribution
host publication
2018 21st International Conference on Information Fusion, FUSION 2018
article number
8455299
pages
8 pages
publisher
IEEE - Institute of Electrical and Electronics Engineers Inc.
conference name
21st International Conference on Information Fusion, FUSION 2018
conference location
Cambridge, United Kingdom
conference dates
2018-07-10 - 2018-07-13
external identifiers
  • scopus:85054094731
ISBN
9780996452762
9780996452779
9781538643303
DOI
10.23919/ICIF.2018.8455299
language
English
LU publication?
no
additional info
Publisher Copyright: © 2018 ISIF
id
2e1ee588-6a87-4e42-8612-a3640cc28eeb
date added to LUP
2023-08-23 15:52:05
date last changed
2024-06-29 07:43:39
@inproceedings{2e1ee588-6a87-4e42-8612-a3640cc28eeb,
  abstract     = {{<p>This paper is concerned with tracking of reference vectors in the continuous-discrete-time setting. For this end, an Itô stochastic differential equation, using the gyroscope as input, is formulated that explicitly accounts for the geometry of the problem. The filtering problem is solved by restricting the prediction and filtering distributions to the von Mises-Fisher class, resulting in ordinary differential equations for the parameters. A strategy for approximating Bayesian updates and marginal likelihoods is developed for the class of conditionally spherical measurement distributions' which is realistic for sensors such as accelerometers and magnetometers, and includes robust likelihoods. Furthermore, computationally efficient and numerically robust implementations are presented. The method is compared to other state-of-the-art filters in simulation experiments involving tracking of the local gravity vector. Additionally, the methodology is demonstrated in the calibration of a smartphone's accelerometer and magnetometer. Lastly, the method is compared to state-of-the-art in gravity vector tracking for smartphones in two use cases, where it is shown to be more robust to unmodeled accelerations.</p>}},
  author       = {{Tronarp, Filip and Hostettler, Roland and Särkkä, Simo}},
  booktitle    = {{2018 21st International Conference on Information Fusion, FUSION 2018}},
  isbn         = {{9780996452762}},
  keywords     = {{Directional statistics; robust filtering; sensor calibration; von Mises-Fisher distribution}},
  language     = {{eng}},
  month        = {{09}},
  pages        = {{1345--1352}},
  publisher    = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}},
  title        = {{Continuous-Discrete von Mises-Fisher Filtering on S<sup>2</sup> for Reference Vector Tracking}},
  url          = {{http://dx.doi.org/10.23919/ICIF.2018.8455299}},
  doi          = {{10.23919/ICIF.2018.8455299}},
  year         = {{2018}},
}