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- W2953298772 abstract "In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is viewed as a one-dimensional GP, with time as the independent variable. Our continuous-time prior can be defined by any nonlinear, time-varying stochastic differential equation driven by white noise; this allows the possibility of smoothing our trajectory estimates using a variety of vehicle dynamics models (e.g., `constant-velocity'). We show that this class of prior results in an inverse kernel matrix (i.e., covariance matrix between all pairs of measurement times) that is exactly sparse (block-tridiagonal) and that this can be exploited to carry out GP regression (and interpolation) very efficiently. When the prior is based on a linear, time-varying stochastic differential equation and the measurement model is also linear, this GP approach is equivalent to classical, discrete-time smoothing (at the measurement times); when a nonlinearity is present, we iterate over the whole trajectory to maximize accuracy. We test the approach experimentally on a simultaneous trajectory estimation and mapping problem using a mobile robot dataset." @default.
- W2953298772 created "2019-06-27" @default.
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- W2953298772 date "2014-12-01" @default.
- W2953298772 modified "2023-09-23" @default.
- W2953298772 title "Batch Nonlinear Continuous-Time Trajectory Estimation as Exactly Sparse Gaussian Process Regression" @default.
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