Zi Cong Guo

Connor Holmes, Sven Lilge, Zi Cong Guo et al.

Continuous-time state estimation is gaining in popularity due to its abilities to provide smooth solutions, handle asynchronous sensors, and interpolate between data points. While there are two main paradigms, parametric (e.g., temporal basis functions, splines) and nonparametric (Gaussian processes), the latter has seen less adoption despite its technical advantages and relative ease of implementation. In this article, we seek to rectify this situation by providing a new simplified explanation of GP continuous-time estimation rooted in the language of factor graphs, which have become the de facto estimation paradigm in much of robotics. To simplify onboarding, we also provide three working examples implemented in the popular GTSAM estimation framework.

Zi Cong Guo, Vassili Korotkine, James R. Forbes et al.

We present the Koopman State Estimator (KoopSE), a framework for model-free batch state estimation of control-affine systems that makes no linearization assumptions, requires no problem-specific feature selections, and has an inference computational cost that is independent of the number of training points. We lift the original nonlinear system into a higher-dimensional Reproducing Kernel Hilbert Space (RKHS), where the system becomes bilinear. The time-invariant model matrices can be learned by solving a least-squares problem on training trajectories. At test time, the system is algebraically manipulated into a linear time-varying system, where standard batch linear state estimation techniques can be used to efficiently compute state means and covariances. Random Fourier Features (RFF) are used to combine the computational efficiency of Koopman-based methods and the generality of kernel-embedding methods. KoopSE is validated experimentally on a localization task involving a mobile robot equipped with ultra-wideband receivers and wheel odometry. KoopSE estimates are more accurate and consistent than the standard model-based extended Rauch-Tung-Striebel (RTS) smoother, despite KoopSE having no prior knowledge of the system's motion or measurement models.