PREPRINT 1 GNSSMEMS-INS Integration for Drone Navigation using EKF on Lie Groups

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PREPRINT 1
GNSS/MEMS-INS Integration for Drone
Navigation using EKF on Lie Groups
Marcos R. Fernandes, Giorgio M. Magalh˜
aes, Yusef C´
aceres, Jo˜
ao B. R. do Val
Abstract
Building upon the theory of Kalman Filtering on Lie Groups, this paper describes an Extended
Kalman Filter and Smoother for Loosely Coupled Integration of GNSS/INS tailored for post-processing
applications. The approach employs a dynamic model on a matrix Lie Group that aggregates position,
velocity, attitude, and the IMU biases as a single element of a Lie group. The development was motivated
by a drone-borne Differential Interferometric SAR (DinSAR) application, which requires high-precision
navigation information for short-flight missions using low-cost MEMS sensors. The filter and the Rauch-
Tung-Striebel (RTS) smoother are both implemented and validated. The paper also presents a novel
algorithm to initialize the heading value as an alternative to gyro-compassing or magnetometer-based
alignments. The Mahalanobis Distance and the
𝜒2
-test are employed during the filter update step to
address the practical issue of outlier rejection for the GNSS measurements. The paper uses synthetic
data to compare classic navigation schemes based on multiplicative quaternions and Euler angles. Finally,
real data experiments demonstrate that the Kalman Filter based on Lie Groups performs better DinSAR
processing than state-of-the-art commercial software.
Index Terms
Inertial Navigation, Kalman Filtering, Lie Groups, Loosely Coupled Integration, DinSAR.
I. INTRODUCTION
R
EMOTE sensing applications based on Unmanned Aerial Vehicles (UAV), such as 3D
mapping [1] and Differential Interferometric SAR (DinSAR) [2], require high-fidelity
position and attitude information [3].
This work was supported in part by the Coordena
c¸˜
ao de Aperfei
c¸
oamento de Pessoal de N
´
ıvel Superior (CAPES), Brazil Finance
Code 001 under Grant 88887.342183/2019-00; in part by the Conselho Nacional de Desenvolvimento Cient
´
ıfico e Tecnol
´
ogico
(CNPq) under Grant 303352/2018; and in part by FAPESP under Grant 2016/08645-9. The authors are with the School of
Electrical and Computer Engineering, University of Campinas – UNICAMP, Campinas, SP, Brazil.
{
marofe,jbosco
}
@unicamp.br,
October 7, 2022 DRAFT
arXiv:2210.02983v1 [cs.RO] 6 Oct 2022
PREPRINT 2
A Strap-down Inertial Navigation System (INS) provides position, velocity, and attitude
(PVA) information at high rates but with unqualified errors since it relies on integrating inertial
measurements from noisy sensors, such as accelerometers and gyroscopes. On the other hand, a
Global Navigation Satellite-based System (GNSS) can provide position and velocity with strict
error bounds but at a lower frequency. A Real-Time Kinematic Differential GNSS (RTK-GNSS)
could be employed for high-precision applications to achieve centimeter-level precision using
code and phase measurements [4]. A GNSS/INS integrated navigation system combines each
sensor’s strengths to get better PVA estimates.
In the literature, different types of GNSS/INS integration have appeared, such as Loosely
Coupled (LC), Tightly Coupled (TC), and Ultra-Tightly Coupled (UTC) [5]. Due to its simplicity
and low computational burden, the LC structure has been vastly used. This integration scheme
takes the position provided by the GNSS and combines it with the IMU measurements.
The sensors are inevitably affected by biases, and white noise [6]. Besides, with advances in
Micro Electromechanical Systems (MEMS) technology, commercial off-the-shelf MEMS-based
inertial sensors are available, which are lighter and low-cost but also require adequate noise
modeling. In addition, a good alignment process is indispensable to achieving centimeter-level
precision.
Over the past decades, algorithms based on the Kalman Filter have been intensively investigated
for GNSS/INS integration. A few examples are [7]–[9]. The classical Extended Kalman Filter
(EKF) is the most common GNSS/INS integration technique, and to achieve high-order approx-
imations, unscented or particle filters offer alternatives. They might provide better estimation
but require more computational resources than the EKF. For this reason, the EKF remains the
reference filter within the aerospace industry, cf. [10].
Several parameterizations apply to represent the attitude of a vehicle, such as Euler Angles,
Quaternions, Rotation vectors, and Rotation Matrices, cf. [5]. The challenge in choosing an
adequate representation of attitude is that some representations have singularities or add constraints.
Early applications of Kalman filtering use the three-parameter Euler-angle representation.
However, the kinematic equations for Euler angles involve trigonometric functions, which make
the model highly non-linear, cf. [11]. Besides, the angles can become undefined for some attitudes,
the so-called gimbal-lock situation.
Alternatively, quaternions are especially appealing for attitude representation since no singulari-
ties are present and the kinematic equation is linear, cf. [12]. However, the quaternion must satisfy
October 7, 2022 DRAFT
PREPRINT 3
a normalization constraint to represent rotations, which is disregarded by the measurement update
step of the standard EKF, cf. [13]. To circumvent such constraint, the Multiplicative Quaternion
Extended Kalman Filter (MEKF); see [11], [14] was proposed using a multiplicative form of
quaternion update that preserves the unity norm. The advantages of quaternion parameterization
have led to its frequent use in attitude determination systems. In fact, since the early 1980s,
the quaternion has been the most widely used attitude parameterization, cf. [12]. Nevertheless,
most of these techniques consider models on the Euclidean space and the noises as Gaussian
distributed.
Recently, the framework based on Lie Group theory has attracted the attention of sensor fusion
communities for rigid-body-related data fusion applications. For instance, a Discrete Extended
Kalman Filter on Lie Groups (D-LIE-EKF) appears in [15], [16], which generalizes the usual
Kalman Filter framework when the system dynamic or measurement model can be cast as a Lie
Group element.
Lie groups can properly model rigid bodies that undergo simultaneous translations and rotations,
such as vehicles following curved trajectories that do not suffer from singularities. Also, they
allow one to implement non-linear estimation tools using linear representations in Lie Algebra.
Physical systems modeling, such as the satellite attitude dynamics, fixed-wing unmanned aircraft
systems, and multi-rotor flying vehicles, to name a few, are examples that fit as Lie groups
naturally.
Classically, the system evolves in the Euclidean space, and the disturbance is taken for granted
as additive Gaussian noise. Within D-LIE-EKF, the noise is Gaussian distributed, but acting in
the Lie Algebra, which induces a Concentrated Gaussian distributed in the Lie Group, cf. [17].
The robotics community has grown in the awareness that the use of probability distributions
defined adequately on Lie groups is an essential tool for pose estimation of rigid bodies. For
instance, [18] s that a banana-shape distribution of the unknown position of a differential-drive
robot displays a banana-shaped distribution which one can obtain with the aid of the exponential
map of the Lie group SE(2).
In this work, we exploit the generalization of EKF on Lie groups to implement a Loosely
Coupled Integration of RTK-GNSS/MEMS-INS for drone-borne remote sensing applications such
as DinSAR. The Double Direct Isometries Lie Group
SE2(3)
( see [19]) is adopted to embed the
attitude, velocity, and position states combined with the translation group
𝑇(6)
to accommodate
the accelerometer and gyroscope biases. In addition, the RTS smoothing on Lie Groups (see
October 7, 2022 DRAFT
PREPRINT 4
[20]) is also implemented. The RTS allows one to leverage all information available to obtain the
state estimates for each time step, a proposal suitable for post-processing applications requiring
higher precision and accuracy.
In the context of navigation, Lie groups have been applied to industrial UAV systems [10],
real-time UAV helicopter navigation [21], and also land vehicle navigation [22]. However, none of
these previous studies aimed at developing a complete navigation system to meet the requirements
of aerial mobile mapping, including filtering and smoothing. Most current works focus on land
vehicle navigation and filtering solutions only.
Moreover, using simulated data, we show that the proposed filter and smoother outperform
conventional quaternion and Euler-based approaches. Secondly, we use a real dataset to show that
the Lie Group-based filtering and smoothing yield better performances for DinSAR processing
compared to the state-of-the-art commercial software Inertial Explorer®.
In summary, the main contributions of this paper are three-fold.
i)
The development of D-LIE-EKF and RTS smoother for loosely coupled integration of
GNSS/INS tailored for post-processing applications that require high precision and accuracy.
ii)
The proposal of a novel strategy to initialize the heading that does not rely on gyro-compassing
or magnetometer, allowing the use of low-cost MEMS inertial sensors.
iii)
The performance evaluation of Lie Group-based GNSS/INS integration against conventional
methods using simulated data and comparison of DinSAR processing using real dataset
against the commercial software Inertial Explorer®.
To our best knowledge, this is the first implementation of loosely coupled RTK-GNSS/INS
integration tailored for post-processing applications, combining Kalman filtering and RTS
smoothing on Lie Groups, applied to drone-borne remote sensing applications.
This paper is organized as follows. Section
II-A
briefly introduces the mathematical concepts
for understanding the Kalman Filter algorithm on Lie Groups. Section II describes the modeling
of dynamic systems and random variables on Lie Groups, followed by the description of filtering
and smoothing methods. Section III develops the navigation and sensors model, and Section IV
describes the integration scheme. After, experimental evaluations using both simulated and real
data appear in Section V. Concluding remarks are provided in Section VI.
The following notation is adopted:
𝑥𝛾
𝛽𝛼
for a vector
𝑥
represents the coordinates of some
kinematic property (position, velocity, etc.) of frame
𝛼
w.r.t. frame
𝛽
, expressed in the frame
𝛾
.
The navigation frame is the North-East-Down (NED) local-level frame, abbreviated by the index
October 7, 2022 DRAFT
PREPRINT 5
𝑛
; the body frame is indicated by
𝑏
, the inertial frame by
𝑖
, whereas the Earth Centered Earth
Fixed (ECEF) frame is indexed by 𝑒.
II. FILTERING AND SMOOTHING ON LIE GROUPS
A. Brief Review of Lie Group Theory
A Lie group is a mathematical structure that combines the concept of a differentiable manifold
with the concept of a group. For rigid-body applications, usually, the analysis is restricted to
a subgroup of the General Linear Group
𝐺𝐿(𝑛, R)
, also called matrix Lie groups [23]. The
𝐺𝐿(𝑛, R)
is the group of all invertible
𝑛×𝑛
matrices of real numbers with group operation
given by the matrix product. In this paper, we also restrict our consideration to connected and
unimodular Lie groups, as it is required for the way the uncertainty on Lie groups is modeled.
An important structure in the Lie group theory is the Lie algebra, a vector space equipped
with a bracket product
J·,·K
called the Lie bracket. It is always possible to find a Lie algebra
associated with a Lie group [23]. For matrix Lie groups, in particular, the associated Lie algebra
is the vector space of matrices with Lie bracket given by the commutator
J𝑋, 𝑌 K=𝑋𝑌 𝑌 𝑋
.
The importance of the Lie algebra lies in that most of the properties of the Lie group come from
properties in the Lie algebra.
The exponential map
exp𝐺:g𝐺
, which for a matrix Lie group reduces to the usual matrix
exponential function, provides a connection between elements of the Lie group and elements of
the Lie algebra.
In general, the exponential map is not bijective; however, it is possible to show that there exist
open neighborhoods of the identity element on the Lie group and of the zero element on the Lie
algebra, for which the exponential map is a diffeomorphism
1
. In these open sets, one defines the
logarithm map log𝐺:𝐺gas the inverse of the exponential map.
Since the Lie algebra is a vector space, it is possible to represent any element as a linear
combination of its basis. Therefore, instead of manipulating the elements
𝑋
as matrices for
1
A diffeomorphism is an isomorphism between differentiable manifolds. A differentiable invertible function between manifolds
with the differentiable inverse.
October 7, 2022 DRAFT
摘要:

PREPRINT1GNSS/MEMS-INSIntegrationforDroneNavigationusingEKFonLieGroupsMarcosR.Fernandes,GiorgioM.Magalh˜aes,YusefC´aceres,Jo˜aoB.R.doValAbstractBuildinguponthetheoryofKalmanFilteringonLieGroups,thispaperdescribesanExtendedKalmanFilterandSmootherforLooselyCoupledIntegrationofGNSS/INStailoredforpost-p...

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