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The Uncertainty Aware Salted Kalman Filter: State Estimation for Hybrid Systems with Uncertain Guards

J. Joe Payne, Nathan J. Kong, Aaron M. Johnson

Year
2022
Citations
7

Abstract

In this paper, we present a method for updating robotic state belief through contact with uncertain surfaces and apply this update to a Kalman filter for more accurate state estimation. Examining how guard surface uncertainty affects the time spent in each mode, we derive a novel guard saltation matrix- which maps perturbations prior to hybrid events to perturbations after - accounting for additional variation in the resulting state. Additionally, we propose the use of parame-terized reset functions - capturing how unknown parameters change how states are mapped from one mode to the next - the Jacobian of which accounts for additional uncertainty in the resulting state. The accuracy of these mappings is shown by simulating sampled distributions through uncertain transition events and comparing the resulting covariances. Finally, we integrate these additional terms into the “uncertainty aware Salted Kalman Filter”, uaSKF, and show a peak reduction in average estimation error by 24–60% on a variety of test conditions and systems.

Keywords

Kalman filterEnsemble Kalman filterInvariant extended Kalman filterJacobian matrix and determinantExtended Kalman filterComputer scienceControl theory (sociology)ObservabilityGuard (computer science)Hybrid system

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