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IEKF != IESKF? #61

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gyubeomim opened this issue Feb 1, 2024 · 4 comments
Open

IEKF != IESKF? #61

gyubeomim opened this issue Feb 1, 2024 · 4 comments

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@gyubeomim
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gyubeomim commented Feb 1, 2024

Hello Gavin Gao,

I just watched your wonderful blog post about IEKF derivation from the Linear Gaussian Model. Then I'm about to start using your imu_x_fusion repo.

post: https://cgabc.xyz/posts/784a80cb/#iekf

Screenshot 2024-02-01 at 8 39 18 PM

I just wanted to know if your posting's update X equation is different from the Fast-LIO, ROVIO's IEKF update X equation.
Fast-LIO(arXiv): eq (18)
Screenshot 2024-02-01 at 8 40 42 PM

ROVIO(IJRR 2017) : eq (51)
Screenshot 2024-02-01 at 8 38 14 PM

Is it because your derivation is about only for the IEKF not for IESKF? or just the missing jacobians are hidden by the equations?

Thanks in advance!

@ysingfun
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I have the same doubts about this question, may I ask whether the problem you raised has been solved?

@gyubeomim
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@ysingfun
Not yet..

@gyubeomim
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@ysingfun
I figured it out myself. I upload the arXiv preprint about this topic (IEKF, IESKF). Please check it if you have still no answer.

Notes on Kalman Filter (KF, EKF, ESKF, IEKF, IESKF)
https://arxiv.org/abs/2406.06427

@ysingfun
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Thanks!

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