Scheduled Maintenance on May 24th, 2018:
IEEE Xplore will undergo system maintenance from 1:30 PM - 3:00 PM ET. During this time there may be intermittent impact on performance. We apologize for any inconvenience.

A Serial Approach to Handling High-Dimensional Measurements in the Sigma-Point Kalman Filter

Formats Non-Member Member
$15 $15
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, books, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)

Pose estimation is a critical skill in mobile robotics and is often accomplished using onboard sensors and a Kalman filter estimation technique. For systems to run online, computational efficiency of the filter design is crucial, especially when faced with limited computing resources. In this paper, we present a novel approach to serially process high-dimensional measurements in the Sigma-Point Kalman Filter (SPKF), in order to achieve a low computational cost that is linear is the measurement dimension. Although the concept of serially processing measurements has been around for quite some time in the context of the Extended Kalman Filter (EKF), few have considered this approach with the SPKF. At first glance, it may be tempting to apply the SPKF update step serially. However, we prove that without re-drawing sigma points, this ‘naive’ approach cannot guarantee the positive-definiteness of the state covariance matrix (not the case for the EKF). We then introduce a novel method for the Sigma-Point Kalman Filter to process high-dimensional, uncorrelated measurements serially that is algebraically equivalent to processing the measurements in parallel, but still achieves a computational cost linear in the measurement dimension.