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Dellaert,
Frank
Dellaert,
Frank
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ItemConcurrent Filtering and Smoothing: A Parallel Architecture for Real-Time Navigation and Full Smoothing(Georgia Institute of Technology, 2014) Williams, Stephen ; Indelman, Vadim ; Kaess, Michael ; Roberts, Richard ; Leonard, John J. ; Dellaert, FrankWe present a parallelized navigation architecture that is capable of running in real-time and incorporating long-term loop closure constraints while producing the optimal Bayesian solution. This architecture splits the inference problem into a low-latency update that incorporates new measurements using just the most recent states (filter), and a high-latency update that is capable of closing long loops and smooths using all past states (smoother). This architecture employs the probabilistic graphical models of Factor Graphs, which allows the low-latency inference and high-latency inference to be viewed as sub-operations of a single optimization performed within a single graphical model. A specific factorization of the full joint density is employed that allows the different inference operations to be performed asynchronously while still recovering the optimal solution produced by a full batch optimization. Due to the real-time, asynchronous nature of this algorithm, updates to the state estimates from the high-latency smoother will naturally be delayed until the smoother calculations have completed. This architecture has been tested within a simulated aerial environment and on real data collected from an autonomous ground vehicle. In all cases, the concurrent architecture is shown to recover the full batch solution, even while updated state estimates are produced in real-time.
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ItemInformation Fusion in Navigation Systems via Factor Graph Based Incremental Smoothing(Georgia Institute of Technology, 2013-08) Indelman, Vadim ; Williams, Stephen ; Kaess, Michael ; Dellaert, FrankThis paper presents a new approach for high-rate information fusion in modern inertial navigation systems, that have a variety of sensors operating at different frequencies. Optimal information fusion corresponds to calculating the maximum a posteriori estimate over the joint probability distribution function (pdf) of all states, a computationally-expensive process in the general case. Our approach consists of two key components, which yields a flexible, high-rate, near-optimal inertial navigation system. First, the joint pdf is represented using a graphical model, the factor graph, that fully exploits the system sparsity and provides a plug and play capability that easily accommodates the addition and removal of measurement sources. Second, an efficient incremental inference algorithm over the factor graph is applied, whose performance approaches the solution that would be obtained by a computationally-expensive batch optimization at a fraction of the computational cost. To further aid high-rate performance, we introduce an equivalent IMU factor based on a recently developed technique for IMU pre-integration, drastically reducing the number of states that must be added to the system. The proposed approach is experimentally validated using real IMU and imagery data that was recorded by a ground vehicle, and a statistical performance study is conducted in a simulated aerial scenario. A comparison to conventional fixed-lag smoothing demonstrates that our method provides a considerably improved trade-off between computational complexity and performance.
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ItemConcurrent Filtering and Smoothing(Georgia Institute of Technology, 2012-07) Kaess, Michael ; Williams, Stephen ; Indelman, Vadim ; Roberts, Richard ; Leonard, John J. ; Dellaert, FrankThis paper presents a novel algorithm for integrating real-time filtering of navigation data with full map/trajectory smoothing. Unlike conventional mapping strategies, the result of loop closures within the smoother serve to correct the real-time navigation solution in addition to the map. This solution views filtering and smoothing as different operations applied within a single graphical model known as a Bayes tree. By maintaining all information within a single graph, the optimal linear estimate is guaranteed, while still allowing the filter and smoother to operate asynchronously. This approach has been applied to simulated aerial vehicle sensors consisting of a high-speed IMU and stereo camera. Loop closures are extracted from the vision system in an external process and incorporated into the smoother when discovered. The performance of the proposed method is shown to approach that of full batch optimization while maintaining real-time operation.
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ItemFactor Graph Based Incremental Smoothing in Inertial Navigation Systems(Georgia Institute of Technology, 2012-07) Indelman, Vadim ; Williams, Stephen ; Kaess, Michael ; Dellaert, FrankThis paper describes a new approach for information fusion in inertial navigation systems. In contrast to the commonly used filtering techniques, the proposed approach is based on a non-linear optimization for processing incoming measurements from the inertial measurement unit (IMU) and any other available sensors into a navigation solution. A factor graph formulation is introduced that allows multi-rate, asynchronous, and possibly delayed measurements to be incorporated in a natural way. This method, based on a recently developed incremental smoother, automatically determines the number of states to recompute at each step, effectively acting as an adaptive fixed-lag smoother. This yields an efficient and general framework for information fusion, providing nearly-optimal state estimates. In particular, incoming IMU measurements can be processed in real time regardless to the size of the graph. The proposed method is demonstrated in a simulated environment using IMU, GPS and stereo vision measurements and compared to the optimal solution obtained by a full non-linear batch optimization and to a conventional extended Kalman filter (EKF).