基于中值积分的IMU预积分公式推导

IMU预积分公式推导

  • 基于中值积分的IMU预积分公式推导
    • 数学基础
    • 公式推导
      • 一、IMU预积分与噪声传播方程
        • 1.1 IMU 预积分定义
        • 1.2 对k时刻状态量噪声的雅可比(F)推导
          • 1.2.1 k+1时刻旋转噪声的雅可比
          • 1.2.3 k+1时刻位置噪声的雅可比

基于中值积分的IMU预积分公式推导

最近一直在准备毕设,需要用到imu预积分的知识,大概把vins的代码都看完了,vins中预积分的部分使用的是欧拉积分,而大多数文献中给出的推导过程都是基于欧拉积分,本着造轮子的心态,花了一周时间自己推导了一下中值积分的公式,现在分享给大家,由于本人刚刚接触VIO时间仅半年时间,推导难免有错误,欢迎大家指正。

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数学基础

imu预积分一般是基于李代数的扰动模型,也就是so3的右扰动模型(左扰动和右扰动一样,只是施加扰动的位置不同)
下面给出so3常用公式以及右扰动模型的数学表达,但是省略推导过程,如果对基础李代数公式推导感兴趣,建议阅读高博的slam14讲或者机器人学中的状态估计。

  1. δ φ \delta\varphi δφ小量时, E x p ( [ δ φ ] ) ∧ ≈ I + [ δ φ ] ∧ Exp\left(\left[\delta\varphi\right]\right)^{\land}\approx I+\left[\delta\varphi\right]^{\land} Exp([δφ])I+[δφ]
  2. [ R ⋅ φ ] ∧ = R ⋅ [ φ ] ∧ ⋅ R T \left[R\cdot\varphi\right]^\land{}=R\cdot\left[\varphi\right]^\land{}\cdot R^T [Rφ]=R[φ]RT
  3. E x p ( [ φ ] ∧ ) T = E x p ( [ − φ ] ∧ ) Exp\left(\left[\varphi\right]^\land{}\right)^T=Exp\left(\left[-\varphi\right]^\land{}\right) Exp([φ])T=Exp([φ])
  4. E x p ( [ φ ] ∧ ) ⋅ R = R ⋅ E x p ( [ R T ⋅ φ ] ∧ ) Exp\left(\left[\varphi\right]^\land{}\right)\cdot R=R\cdot Exp\left(\left[R^T\cdot\varphi\right]^\land{}\right) Exp([φ])R=RExp([RTφ])
  5. δ φ 2 \delta\varphi_2 δφ2为小量时, L o g ( E x p ( [ φ 1 ] ∧ ) ⋅ E x p ( [ φ 2 ] ∧ ) ) ∨ = φ 1 + J r − 1 ( φ 1 ) ⋅ φ 2 Log\left(Exp\left(\left[\varphi_1\right]^\wedge\right)\cdot Exp\left(\left[\varphi_2\right]^\wedge\right)\right)^\vee=\varphi_1+J_r^{-1}\left(\varphi_1\right)\cdot\varphi_2 Log(Exp([φ1])Exp([φ2]))=φ1+Jr1(φ1)φ2

手打了几个公式好辛苦啊,基本上imu预积分就是这个公式之间变来变去,基本上优先使用第一个公式,第五个公式不到万不得已不要用,因为求so3的右雅可比在计算机中还是蛮消耗计算量的,而且还需要引入额外的李代数的库,其他的操作公式1-4都可以直接用Eigen手打。

公式推导

我把imu预积分的公式推导分为三个部分,第一部分为imu预积分噪声的传播方程推导,第二部分为imu预积分残差对状态量的雅可比,第三部分为逆深度重投影残差对状态量(pose,landmark)的推导。
同时在推导雅可比时,还参照邱笑晨博士基于欧拉积分预积分推导里对雅可比的分类,0类,线性类,复杂类;让整个文件显得稍微有条理一点。

由于篇幅有限,这里只放出部分推导,其余的推导过程见附件。

一、IMU预积分与噪声传播方程

1.1 IMU 预积分定义

欧拉积分:

角速度测量值(世界坐标系):
ϖ ~ = ϖ k − b g , k + η g , k \tilde \varpi = {\varpi _k} - {b_{g,k}} + {\eta _{g,k}} ϖ~=ϖkbg,k+ηg,k
加速度测量值(世界坐标系):
a ~ = Δ R i , k ⋅ ( a k − b a , k + η a , k ) \tilde a = \Delta {R_{i,k}} \cdot \left( {{a_k} - {b_{a,k}} + {\eta _{a,k}}} \right) a~=ΔRi,k(akba,k+ηa,k)
旋转预积分量:
Δ R i , k + 1 = Δ R i , k ⋅ E x p ( [ Δ t 2 ⋅ ( ϖ k − b g , k + η g , k ) ] ∧ ) \Delta {R_{i,k + 1}} = \Delta {R_{i,k}} \cdot Exp\left( {{{\left[ {\frac{{\Delta t}}{2} \cdot \left( {{\varpi _k} - {b_{g,k}} + {\eta _{g,k}}} \right)} \right]}^ \wedge }} \right) ΔRi,k+1=ΔRi,kExp([2Δt(ϖkbg,k+ηg,k)])
速度预积分量:
Δ V i , k + 1 = Δ R i , k ( a k − b g , i + η a , k ) Δ t + Δ V i , k \Delta {V_{i,k + 1}} = \Delta {R_{i,k}}\left( {{a_k} - {b_{g,i}} + {\eta _{a,k}}} \right)\Delta t + \Delta {V_{i,k}} ΔVi,k+1=ΔRi,k(akbg,i+ηa,k)Δt+ΔVi,k
位置(平移)预积分量:
Δ P i , k + 1 = Δ P i , k + Δ V i , k ⋅ Δ t + 1 2 Δ R i , k ⋅ ( a k − b g , i + η a , k ) Δ t 2 \Delta {P_{i,k + 1}} = \Delta {P_{i,k}} + \Delta {V_{i,k}} \cdot \Delta t + \frac{1}{2}\Delta {R_{i,k}} \cdot \left( {{a_k} - {b_{g,i}} + {\eta _{a,k}}} \right)\Delta {t^2} ΔPi,k+1=ΔPi,k+ΔVi,kΔt+21ΔRi,k(akbg,i+ηa,k)Δt2
中值积分:
角速度测量值(世界坐标系):
ϖ ~ = 1 2 [ ( ϖ k − b g , k + η g , k ) + ( ϖ k + 1 − b g , k + 1 + η g , k + 1 ) ] \tilde \varpi = \frac{1}{2}\left[ {\left( {{\varpi _k} - {b_{g,k}} + {\eta _{g,k}}} \right) + \left( {{\varpi _{k + 1}} - {b_{g,k + 1}} + {\eta _{g,k + 1}}} \right)} \right] ϖ~=21[(ϖkbg,k+ηg,k)+(ϖk+1bg,k+1+ηg,k+1)]
加速度测量值(世界坐标系):
a ~ = 1 2 [ Δ R i , k ⋅ ( a k − b a , k + η a , k ) + Δ R i , k + 1 ⋅ ( a k + 1 − b a , k + 1 + η a , k + 1 ) ] \tilde a = \frac{1}{2}\left[ {\Delta {R_{i,k}} \cdot \left( {{a_k} - {b_{a,k}} + {\eta _{a,k}}} \right) + \Delta {R_{i,k + 1}} \cdot \left( {{a_{k + 1}} - {b_{a,k + 1}} + {\eta _{a,k + 1}}} \right)} \right] a~=21[ΔRi,k(akba,k+ηa,k)+ΔRi,k+1(ak+1ba,k+1+ηa,k+1)]
旋转预积分量:
Δ R i , k + 1 = Δ R i , k ⋅ E x p ( [ Δ t 2 ⋅ ( ( ϖ k − b g , k + η g , k ) + ( ϖ k + 1 − b g , k + η g , k + 1 ) ) ] ∧ ) E x p ( [ Δ ϕ i , k + 1 ] ∧ ) = E x p ( [ Δ ϕ i , k ] ∧ ) ⋅ E x p ( [ Δ t 2 ⋅ ( ( ϖ k − b g , k + η g , k ) + ( ϖ k + 1 − b g , k + η g , k + 1 ) ) ] ∧ ) \begin{array}{c} \Delta {R_{i,k + 1}} = \Delta {R_{i,k}} \cdot Exp\left( {{{\left[ {\frac{{\Delta t}}{2} \cdot \left( {\left( {{\varpi _k} - {b_{g,k}} + {\eta _{g,k}}} \right) + \left( {{\varpi _{k + 1}} - {b_{g,k}} + {\eta _{g,k + 1}}} \right)} \right)} \right]}^\land}} \right)\\ Exp\left( {{{\left[ {\Delta {\phi _{i,k + 1}}} \right]}^\land}} \right) = Exp\left( {{{\left[ {\Delta {\phi _{i,k}}} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ {\frac{{\Delta t}}{2} \cdot \left( {\left( {{\varpi _k} - {b_{g,k}} + {\eta _{g,k}}} \right) + \left( {{\varpi _{k + 1}} - {b_{g,k}} + {\eta _{g,k + 1}}} \right)} \right)} \right]}^\land}} \right) \end{array} ΔRi,k+1=ΔRi,kExp([2Δt((ϖkbg,k+ηg,k)+(ϖk+1bg,k+ηg,k+1))])Exp([Δϕi,k+1])=Exp([Δϕi,k])Exp([2Δt((ϖkbg,k+ηg,k)+(ϖk+1bg,k+ηg,k+1))])
速度预积分量:
Δ V i , k + 1 = Δ V i , k + Δ t 2 ⋅ [ Δ R i , k ⋅ ( a k − b a , k + η a , k ) + Δ R i , k + 1 ⋅ ( a k + 1 − b a , k + η a , k + 1 ) ] \Delta {V_{i,k + 1}} = \Delta {V_{i,k}} + \frac{{\Delta t}}{2} \cdot \left[ {\Delta {R_{i,k}} \cdot \left( {{a_k} - {b_{a,k}} + {\eta _{a,k}}} \right) + \Delta {R_{i,k + 1}} \cdot \left( {{a_{k + 1}} - {b_{a,k}} + {\eta _{a,k + 1}}} \right)} \right] ΔVi,k+1=ΔVi,k+2Δt[ΔRi,k(akba,k+ηa,k)+ΔRi,k+1(ak+1ba,k+ηa,k+1)]
位置(平移)预积分量:
Δ P i , k + 1 = Δ P i , k + 1 + Δ V i , k ⋅ Δ t + Δ t 2 4 [ Δ R i , k ⋅ ( a k − b a , k + η a , k ) + Δ R i , k + 1 ⋅ ( a k + 1 − b a , k + η a , k + 1 ) ] \Delta {P_{i,k + 1}} = \Delta {P_{i,k + 1}} + \Delta {V_{i,k}} \cdot \Delta t + \frac{{\Delta {t^2}}}{4}\left[ {\Delta {R_{i,k}} \cdot \left( {{a_k} - {b_{a,k}} + {\eta _{a,k}}} \right) + \Delta {R_{i,k + 1}} \cdot \left( {{a_{k + 1}} - {b_{a,k}} + {\eta _{a,k + 1}}} \right)} \right] ΔPi,k+1=ΔPi,k+1+ΔVi,kΔt+4Δt2[ΔRi,k(akba,k+ηa,k)+ΔRi,k+1(ak+1ba,k+ηa,k+1)]
陀螺仪bias:
b g , k + 1 = b g , k + η g , k ⋅ Δ t {b_{g,k + 1}} = {b_{g,k}} + {\eta _{g,k}} \cdot \Delta t bg,k+1=bg,k+ηg,kΔt
加速度计bias:
b a , k + 1 = b a , k + η a , k ⋅ Δ t {b_{a,k + 1}} = {b_{a,k}} + {\eta _{a,k}} \cdot \Delta t ba,k+1=ba,k+ηa,kΔt
根据一阶泰勒展开得到噪声传播方程:
[ δ ϕ i , k + 1 δ V i , k + 1 δ P i , k + 1 δ b g , k + 1 δ b a , k + 1 ] = F ⋅ [ δ ϕ i , k δ V i , k δ P i , k δ b g , k δ b a , k ] + G ⋅ [ η g , k η a , k η g , k + 1 η a , k + 1 η b w , k η b w , k ] \left[ {\begin{array}{cc} {\delta {\phi _{i,k + 1}}}\\ {\delta {V_{i,k + 1}}}\\ {\delta {P_{i,k + 1}}}\\ {\delta {b_{g,k + 1}}}\\ {\delta {b_{a,k + 1}}} \end{array}} \right] = F \cdot \left[ {\begin{array}{cc} {\delta {\phi _{i,k}}}\\ {\delta {V_{i,k}}}\\ {\delta {P_{i,k}}}\\ {\delta {b_{g,k}}}\\ {\delta {b_{a,k}}} \end{array}} \right] + G \cdot \left[ {\begin{array}{cc} {{\eta _{g,k}}}\\ {{\eta _{a,k}}}\\ {{\eta _{g,k + 1}}}\\ {{\eta _{a,k + 1}}}\\ {{\eta _{{b_w},k}}}\\ {{\eta _{{b_w},k}}} \end{array}} \right] δϕi,k+1δVi,k+1δPi,k+1δbg,k+1δba,k+1=Fδϕi,kδVi,kδPi,kδbg,kδba,k+Gηg,kηa,kηg,k+1ηa,k+1ηbw,kηbw,k
其中:
F = [ ∂ δ ϕ i , k + 1 ∂ δ ϕ i , k ∂ δ ϕ i , k + 1 ∂ δ Δ V i , k ∂ δ ϕ i , k + 1 ∂ δ P i , k + 1 ∂ δ ϕ i , k + 1 ∂ δ b g , k ∂ δ ϕ i , k + 1 ∂ δ b a , k ∂ δ V i , k + 1 ∂ δ ϕ i , k ∂ δ V i , k + 1 ∂ δ V i , k ∂ δ V i , k + 1 ∂ δ P i , k + 1 ∂ δ V i , k + 1 ∂ δ b g , k ∂ δ V i , k + 1 ∂ δ b a , k ∂ δ P i , k + 1 ∂ δ ϕ i , k ∂ δ P i , k + 1 ∂ δ V i , k ∂ δ P i , k + 1 ∂ δ P i , k + 1 ∂ δ P i , k + 1 ∂ δ b g , k ∂ δ P i , k + 1 ∂ δ b a , k ∂ δ b g , k + 1 ∂ δ ϕ i , k ∂ δ b g , k + 1 ∂ δ V i , k ∂ δ b g , k + 1 ∂ δ P i , k + 1 ∂ δ b g , k + 1 ∂ δ b g , k ∂ δ b g , k + 1 ∂ δ b a , k ∂ δ b a , k + 1 ∂ δ ϕ i , k ∂ δ b a , k + 1 ∂ δ V i , k ∂ δ b a , k + 1 ∂ δ P i , k + 1 ∂ δ b a , k + 1 ∂ δ b g , k ∂ δ b a , k + 1 ∂ δ b a , k ] F = \left[ {\begin{array}{cc} {\frac{{\partial \delta {\phi _{i,k + 1}}}}{{\partial \delta {\phi _{i,k}}}}}&{\frac{{\partial \delta {\phi _{i,k + 1}}}}{{\partial \delta \Delta {V_{i,k}}}}}&{\frac{{\partial \delta {\phi _{i,k + 1}}}}{{\partial \delta {P_{i,k + 1}}}}}&{\frac{{\partial \delta {\phi _{i,k + 1}}}}{{\partial \delta {b_{g,k}}}}}&{\frac{{\partial \delta {\phi _{i,k + 1}}}}{{\partial \delta {b_{a,k}}}}}\\ {\frac{{\partial \delta {V_{i,k + 1}}}}{{\partial \delta {\phi _{i,k}}}}}&{\frac{{\partial \delta {V_{i,k + 1}}}}{{\partial \delta {V_{i,k}}}}}&{\frac{{\partial \delta {V_{i,k + 1}}}}{{\partial \delta {P_{i,k + 1}}}}}&{\frac{{\partial \delta {V_{i,k + 1}}}}{{\partial \delta {b_{g,k}}}}}&{\frac{{\partial \delta {V_{i,k + 1}}}}{{\partial \delta {b_{a,k}}}}}\\ {\frac{{\partial \delta {P_{i,k + 1}}}}{{\partial \delta {\phi _{i,k}}}}}&{\frac{{\partial \delta {P_{i,k + 1}}}}{{\partial \delta {V_{i,k}}}}}&{\frac{{\partial \delta {P_{i,k + 1}}}}{{\partial \delta {P_{i,k + 1}}}}}&{\frac{{\partial \delta {P_{i,k + 1}}}}{{\partial \delta {b_{g,k}}}}}&{\frac{{\partial \delta {P_{i,k + 1}}}}{{\partial \delta {b_{a,k}}}}}\\ {\frac{{\partial \delta {b_{g,k + 1}}}}{{\partial \delta {\phi _{i,k}}}}}&{\frac{{\partial \delta {b_{g,k + 1}}}}{{\partial \delta {V_{i,k}}}}}&{\frac{{\partial \delta {b_{g,k + 1}}}}{{\partial \delta {P_{i,k + 1}}}}}&{\frac{{\partial \delta {b_{g,k + 1}}}}{{\partial \delta {b_{g,k}}}}}&{\frac{{\partial \delta {b_{g,k + 1}}}}{{\partial \delta {b_{a,k}}}}}\\ {\frac{{\partial \delta {b_{a,k + 1}}}}{{\partial \delta {\phi _{i,k}}}}}&{\frac{{\partial \delta {b_{a,k + 1}}}}{{\partial \delta {V_{i,k}}}}}&{\frac{{\partial \delta {b_{a,k + 1}}}}{{\partial \delta {P_{i,k + 1}}}}}&{\frac{{\partial \delta {b_{a,k + 1}}}}{{\partial \delta {b_{g,k}}}}}&{\frac{{\partial \delta {b_{a,k + 1}}}}{{\partial \delta {b_{a,k}}}}} \end{array}} \right] F=δϕi,kδϕi,k+1δϕi,kδVi,k+1δϕi,kδPi,k+1δϕi,kδbg,k+1δϕi,kδba,k+1δΔVi,kδϕi,k+1δVi,kδVi,k+1δVi,kδPi,k+1δVi,kδbg,k+1δVi,kδba,k+1δPi,k+1δϕi,k+1δPi,k+1δVi,k+1δPi,k+1δPi,k+1δPi,k+1δbg,k+1δPi,k+1δba,k+1δbg,kδϕi,k+1δbg,kδVi,k+1δbg,kδPi,k+1δbg,kδbg,k+1δbg,kδba,k+1δba,kδϕi,k+1δba,kδVi,k+1δba,kδPi,k+1δba,kδbg,k+1δba,kδba,k+1
G = [ ∂ δ ϕ i , k + 1 ∂ η g , k ∂ δ ϕ i , k + 1 ∂ η a , k ∂ δ ϕ i , k + 1 ∂ η g , k + 1 ∂ δ ϕ i , k + 1 ∂ η a , k + 1 ∂ δ ϕ i , k + 1 ∂ η b w , g , k ∂ δ ϕ i , k + 1 ∂ η b w , a , k ∂ δ V i , k + 1 ∂ η g , k ∂ δ V i , k + 1 ∂ η a , k ∂ δ V i , k + 1 ∂ η g , k + 1 ∂ δ V i , k + 1 ∂ η a , k + 1 ∂ δ V i , k + 1 ∂ η b w , g , k ∂ δ V i , k + 1 ∂ η b w , a , k ∂ δ P i , k + 1 ∂ η g , k ∂ δ P i , k + 1 ∂ η a , k ∂ δ P i , k + 1 ∂ η g , k + 1 ∂ δ P i , k + 1 ∂ η a , k + 1 ∂ δ P i , k + 1 ∂ η b w , g , k ∂ δ P i , k + 1 ∂ η b w , a , k ∂ b g , k + 1 ∂ η g , k ∂ δ b g , k + 1 ∂ η a , k ∂ δ b g , k + 1 ∂ η g , k + 1 ∂ δ b g , k + 1 ∂ η a , k + 1 ∂ δ b g , k + 1 ∂ η b w , g , k ∂ δ b g , k + 1 ∂ η b w , a , k ∂ δ b a , k + 1 ∂ η g , k ∂ δ b a , k + 1 ∂ η a , k ∂ δ b a , k + 1 ∂ η g , k + 1 ∂ δ b a , k + 1 ∂ η a , k + 1 ∂ δ b a , k + 1 ∂ η b w , g , k ∂ δ b a , k + 1 ∂ η b w , a , k ] G = \left[ {\begin{array}{cc} {\frac{{\partial \delta {\phi _{i,k + 1}}}}{{\partial {\eta _{g,k}}}}}&{\frac{{\partial \delta {\phi _{i,k + 1}}}}{{\partial {\eta _{a,k}}}}}&{\frac{{\partial \delta {\phi _{i,k + 1}}}}{{\partial {\eta _{g,k + 1}}}}}&{\frac{{\partial \delta {\phi _{i,k + 1}}}}{{\partial {\eta _{a,k + 1}}}}}&{\frac{{\partial \delta {\phi _{i,k + 1}}}}{{\partial {\eta _{{b_{w,g}},k}}}}}&{\frac{{\partial \delta {\phi _{i,k + 1}}}}{{\partial {\eta _{_{{b_{w,a}},k}}}}}}\\ {\frac{{\partial \delta {V_{i,k + 1}}}}{{\partial {\eta _{g,k}}}}}&{\frac{{\partial \delta {V_{i,k + 1}}}}{{\partial {\eta _{a,k}}}}}&{\frac{{\partial \delta {V_{i,k + 1}}}}{{\partial {\eta _{g,k + 1}}}}}&{\frac{{\partial \delta {V_{i,k + 1}}}}{{\partial {\eta _{a,k + 1}}}}}&{\frac{{\partial \delta {V_{i,k + 1}}}}{{\partial {\eta _{{b_{w,g}},k}}}}}&{\frac{{\partial \delta {V_{i,k + 1}}}}{{\partial {\eta _{_{{b_{w,a}},k}}}}}}\\ {\frac{{\partial \delta {P_{i,k + 1}}}}{{\partial {\eta _{g,k}}}}}&{\frac{{\partial \delta {P_{i,k + 1}}}}{{\partial {\eta _{a,k}}}}}&{\frac{{\partial \delta {P_{i,k + 1}}}}{{\partial {\eta _{g,k + 1}}}}}&{\frac{{\partial \delta {P_{i,k + 1}}}}{{\partial {\eta _{a,k + 1}}}}}&{\frac{{\partial \delta {P_{i,k + 1}}}}{{\partial {\eta _{{b_{w,g}},k}}}}}&{\frac{{\partial \delta {P_{i,k + 1}}}}{{\partial {\eta _{_{{b_{w,a}},k}}}}}}\\ {\frac{{\partial {b_{g,k + 1}}}}{{\partial {\eta _{g,k}}}}}&{\frac{{\partial \delta {b_{g,k + 1}}}}{{\partial {\eta _{a,k}}}}}&{\frac{{\partial \delta {b_{g,k + 1}}}}{{\partial {\eta _{g,k + 1}}}}}&{\frac{{\partial \delta {b_{g,k + 1}}}}{{\partial {\eta _{a,k + 1}}}}}&{\frac{{\partial \delta {b_{g,k + 1}}}}{{\partial {\eta _{{b_{w,g}},k}}}}}&{\frac{{\partial \delta {b_{g,k + 1}}}}{{\partial {\eta _{_{{b_{w,a}},k}}}}}}\\ {\frac{{\partial \delta {b_{a,k + 1}}}}{{\partial {\eta _{g,k}}}}}&{\frac{{\partial \delta {b_{a,k + 1}}}}{{\partial {\eta _{a,k}}}}}&{\frac{{\partial \delta {b_{a,k + 1}}}}{{\partial {\eta _{g,k + 1}}}}}&{\frac{{\partial \delta {b_{a,k + 1}}}}{{\partial {\eta _{a,k + 1}}}}}&{\frac{{\partial \delta {b_{a,k + 1}}}}{{\partial {\eta _{{b_{w,g}},k}}}}}&{\frac{{\partial \delta {b_{a,k + 1}}}}{{\partial {\eta _{_{{b_{w,a}},k}}}}}} \end{array}} \right] G=ηg,kδϕi,k+1ηg,kδVi,k+1ηg,kδPi,k+1ηg,kbg,k+1ηg,kδba,k+1ηa,kδϕi,k+1ηa,kδVi,k+1ηa,kδPi,k+1ηa,kδbg,k+1ηa,kδba,k+1ηg,k+1δϕi,k+1ηg,k+1δVi,k+1ηg,k+1δPi,k+1ηg,k+1δbg,k+1ηg,k+1δba,k+1ηa,k+1δϕi,k+1ηa,k+1δVi,k+1ηa,k+1δPi,k+1ηa,k+1δbg,k+1ηa,k+1δba,k+1ηbw,g,kδϕi,k+1ηbw,g,kδVi,k+1ηbw,g,kδPi,k+1ηbw,g,kδbg,k+1ηbw,g,kδba,k+1ηbw,a,kδϕi,k+1ηbw,a,kδVi,k+1ηbw,a,kδPi,k+1ηbw,a,kδbg,k+1ηbw,a,kδba,k+1
F ∈ R 15 × 15 G ∈ R 15 × 18 \begin{array}{l}F\in R^{15\times15}\\G\in R^{15\times18}\end{array} FR15×15GR15×18
F为k+1时刻的状态量对k时刻状态量的雅可比
G为k+1时刻的状态量对噪声的雅可比
下面将雅可比分为三类:
① 0类
② 线性类
③ 复杂类

1.2 对k时刻状态量噪声的雅可比(F)推导

1.2.1 k+1时刻旋转噪声的雅可比

Δ R i , k + 1 = Δ R i , k ⋅ E x p ( [ Δ t 2 ⋅ [ ( ϖ k − b g , k + η g , k ) + ( ϖ k + 1 − b g , k + η g , k + 1 ) ] ] ∧ ) E x p ( [ Δ ϕ i , k + 1 ] ∧ ) = E x p ( [ Δ ϕ i , k ] ∧ ) ⋅ E x p ( [ Δ t 2 ⋅ [ ( ϖ k − b g , k + η g , k ) + ( ϖ k + 1 − b g , k + η g , k + 1 ) ] ] ∧ ) \begin{array}{c} \Delta {R_{i,k + 1}} = \Delta {R_{i,k}} \cdot Exp\left( {{{\left[ {\frac{{\Delta t}}{2} \cdot \left[ {\left( {{\varpi _k} - {b_{g,k}} + {\eta _{g,k}}} \right) + \left( {{\varpi _{k + 1}} - {b_{g,k}} + {\eta _{g,k + 1}}} \right)} \right]} \right]}^\land}} \right)\\ Exp\left( {{{\left[ {\Delta {\phi _{i,k + 1}}} \right]}^\land}} \right) = Exp\left( {{{\left[ {\Delta {\phi _{i,k}}} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ {\frac{{\Delta t}}{2} \cdot \left[ {\left( {{\varpi _k} - {b_{g,k}} + {\eta _{g,k}}} \right) + \left( {{\varpi _{k + 1}} - {b_{g,k}} + {\eta _{g,k + 1}}} \right)} \right]} \right]}^\land}} \right) \end{array} ΔRi,k+1=ΔRi,kExp([2Δt[(ϖkbg,k+ηg,k)+(ϖk+1bg,k+ηg,k+1)]])Exp([Δϕi,k+1])=Exp([Δϕi,k])Exp([2Δt[(ϖkbg,k+ηg,k)+(ϖk+1bg,k+ηg,k+1)]])
①0类:
δ ϕ i , k + 1 \delta {\phi _{i,k + 1}} δϕi,k+1 δ P i , k \delta {P_{i,k}} δPi,k δ V i , k \delta {V_{i,k}} δVi,k δ b a , k \delta {b_{a,k}} δba,k的雅可比为0,既:
F 12 = ∂ δ ϕ i , k + 1 ∂ δ V i , k = 0 F 13 = ∂ δ ϕ i , k + 1 ∂ δ V i , k = 0 F 15 = ∂ δ ϕ i , k + 1 ∂ δ b a , k = 0 \begin{array}{l} {F_{12}} = \frac{{\partial \delta {\phi _{i,k + 1}}}}{{\partial \delta {V_{i,k}}}} = 0\\ {F_{13}} = \frac{{\partial \delta {\phi _{i,k + 1}}}}{{\partial \delta {V_{i,k}}}} = 0\\ {F_{15}} = \frac{{\partial \delta {\phi _{i,k + 1}}}}{{\partial \delta {b_{a,k}}}} = 0 \end{array} F12=δVi,kδϕi,k+1=0F13=δVi,kδϕi,k+1=0F15=δba,kδϕi,k+1=0
②线性类:
δ b i , k \delta {b_{i,k}} δbi,k的雅可比:
E x p ( [ Δ ϕ i , k + 1 ] ∧ ) ⋅ E x p ( [ δ ϕ i , k + 1 ] ∧ ) = E x p ( [ Δ ϕ i , k ] ∧ ) ⋅ E x p ( [ ϖ ~ ⋅ Δ t ] ∧ ) ⋅ E x p ( [ − δ b g , k ⋅ Δ t ] ∧ ) E x p ( [ Δ ϕ i , k + 1 ] ∧ ) ⋅ E x p ( [ δ ϕ i , k + 1 ] ∧ ) = E x p ( [ Δ ϕ i , k + 1 ] ∧ ) ⋅ E x p ( [ − δ b g , k ⋅ Δ t ] ∧ ) δ ϕ i , k + 1 = − δ b g , k ⋅ Δ t F 14 = ∂ δ ϕ i , k + 1 ∂ δ b g , k = − Δ t ⋅ I \begin{array}{c} Exp\left( {{{\left[ {\Delta {\phi _{i,k + 1}}} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ {\delta {\phi _{i,k + 1}}} \right]}^\land}} \right) = Exp\left( {{{\left[ {\Delta {\phi _{i,k}}} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ {\tilde \varpi \cdot \Delta t} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ { - \delta {b_{g,k}} \cdot \Delta t} \right]}^\land}} \right)\\ Exp\left( {{{\left[ {\Delta {\phi _{i,k + 1}}} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ {\delta {\phi _{i,k + 1}}} \right]}^\land}} \right) = Exp\left( {{{\left[ {\Delta {\phi _{i,k + 1}}} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ { - \delta {b_{g,k}} \cdot \Delta t} \right]}^\land}} \right)\\ \delta {\phi _{i,k + 1}} = - \delta {b_{g,k}} \cdot \Delta t\\ {F_{14}} = \frac{{\partial \delta {\phi _{i,k + 1}}}}{{\partial \delta {b_{g,k}}}} = - \Delta t \cdot I \end{array} Exp([Δϕi,k+1])Exp([δϕi,k+1])=Exp([Δϕi,k])Exp([ϖ~Δt])Exp([δbg,kΔt])Exp([Δϕi,k+1])Exp([δϕi,k+1])=Exp([Δϕi,k+1])Exp([δbg,kΔt])δϕi,k+1=δbg,kΔtF14=δbg,kδϕi,k+1=ΔtI
③复杂类:
δ ϕ i , k \delta {\phi _{i,k}} δϕi,k的雅可比:
E x p ( [ Δ ϕ i , k + 1 ] ∧ ) ⋅ E x p ( [ δ ϕ i , k + 1 ] ∧ ) = E x p ( [ Δ ϕ i , k ] ∧ ) ⋅ E x p ( [ δ ϕ i , k ] ∧ ) ⋅ E x p ( [ ϖ ~ ⋅ Δ t ] ∧ ) Exp\left( {{{\left[ {\Delta {\phi _{i,k + 1}}} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ {\delta {\phi _{i,k + 1}}} \right]}^\land}} \right) = Exp\left( {{{\left[ {\Delta {\phi _{i,k}}} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ {\delta {\phi _{i,k}}} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ {\tilde \varpi \cdot \Delta t} \right]}^\land}} \right) Exp([Δϕi,k+1])Exp([δϕi,k+1])=Exp([Δϕi,k])Exp([δϕi,k])Exp([ϖ~Δt])
左边:
E x p ( [ Δ ϕ i , k + 1 ] ∧ ) ⋅ E x p ( [ δ ϕ i , k + 1 ] ∧ ) ≈ E x p ( [ Δ ϕ i , k + 1 ] ∧ ) ⋅ ( I + [ δ ϕ i , k + 1 ] ∧ ) Exp\left( {{{\left[ {\Delta {\phi _{i,k + 1}}} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ {\delta {\phi _{i,k + 1}}} \right]}^\land}} \right) \approx Exp\left( {{{\left[ {\Delta {\phi _{i,k + 1}}} \right]}^\land}} \right) \cdot \left( {I + {{\left[ {\delta {\phi _{i,k + 1}}} \right]}^\land}} \right) Exp([Δϕi,k+1])Exp([δϕi,k+1])Exp([Δϕi,k+1])(I+[δϕi,k+1])
其中:
δ ϕ \delta \phi δϕ 为小量时, E x p ( [ δ ϕ ] ∧ ) ≈ I + [ δ ϕ ] ∧ Exp\left( {{{\left[ {\delta \phi } \right]}^\land}} \right) \approx I + {\left[ {\delta \phi } \right]^\land} Exp([δϕ])I+[δϕ]
右边:
E x p ( [ Δ ϕ i , k ] ∧ ) ⋅ E x p ( [ δ ϕ i , k ] ∧ ) ⋅ E x p ( [ ϖ ~ ⋅ Δ t ] ∧ ) ≈ E x p ( [ Δ ϕ i , k ] ∧ ) ⋅ E x p ( [ ϖ ~ ⋅ Δ t ] ∧ ) ⋅ E x p ( [ E x p ( [ − ϖ ~ ⋅ Δ t ] ∧ ) [ δ ϕ i , k ] ] ∧ ) = E x p ( [ Δ ϕ i , k ] ∧ ) ⋅ E x p ( [ ϖ ~ ⋅ Δ t ] ∧ ) ⋅ ( I + [ E x p ( [ − ϖ ~ ⋅ Δ t ] ∧ ) [ δ ϕ i , k ] ] ∧ ) = E x p ( [ Δ ϕ i , k + 1 ] ∧ ) ⋅ ( I + [ E x p ( [ − ϖ ~ ⋅ Δ t ] ∧ ) ⋅ [ δ ϕ i , k ] ] ∧ ) \begin{array}{c} Exp\left( {{{\left[ {\Delta {\phi _{i,k}}} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ {\delta {\phi _{i,k}}} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ {\tilde \varpi \cdot \Delta t} \right]}^\land}} \right) \approx Exp\left( {{{\left[ {\Delta {\phi _{i,k}}} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ {\tilde \varpi \cdot \Delta t} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ {Exp\left( {{{\left[ { - \tilde \varpi \cdot \Delta t} \right]}^\land}} \right)\left[ {\delta {\phi _{i,k}}} \right]} \right]}^\land}} \right)\\ = Exp\left( {{{\left[ {\Delta {\phi _{i,k}}} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ {\tilde \varpi \cdot \Delta t} \right]}^\land}} \right) \cdot \left( {I + {{\left[ {Exp\left( {{{\left[ { - \tilde \varpi \cdot \Delta t} \right]}^\land}} \right)\left[ {\delta {\phi _{i,k}}} \right]} \right]}^\land}} \right)\\ = Exp\left( {{{\left[ {\Delta {\phi _{i,k + 1}}} \right]}^\land}} \right) \cdot \left( {I + {{\left[ {Exp\left( {{{\left[ { - \tilde \varpi \cdot \Delta t} \right]}^\land}} \right) \cdot \left[ {\delta {\phi _{i,k}}} \right]} \right]}^\land}} \right) \end{array} Exp([Δϕi,k])Exp([δϕi,k])Exp([ϖ~Δt])Exp([Δϕi,k])Exp([ϖ~Δt])Exp([Exp([ϖ~Δt])[δϕi,k]])=Exp([Δϕi,k])Exp([ϖ~Δt])(I+[Exp([ϖ~Δt])[δϕi,k]])=Exp([Δϕi,k+1])(I+[Exp([ϖ~Δt])[δϕi,k]])
其中:
E x p ( ϕ ∧ ) ⋅ R = R ⋅ E x p ( [ R T ⋅ ϕ ] ∧ ) E x p ( φ ∧ ) T = E x p ( [ − φ ] ∧ ) \begin{array}{c} Exp\left( {{\phi ^\land}} \right) \cdot R = R \cdot Exp\left( {{{\left[ {{R^T} \cdot \phi } \right]}^\land}} \right)\\ Exp{\left( {{\varphi ^\land}} \right)^T} = Exp\left( {{{\left[ { - \varphi } \right]}^\land}} \right) \end{array} Exp(ϕ)R=RExp([RTϕ])Exp(φ)T=Exp([φ])
所以:
δ ϕ i , k + 1 ≈ E x p ( [ − ϖ ~ ⋅ Δ t ] ∧ ) ⋅ δ ϕ i , k ≈ ( I − [ ϖ ~ ⋅ Δ t ] ∧ ) ⋅ δ ϕ i , k \begin{array}{c} \delta {\phi _{i,k + 1}} \approx Exp\left( {{{\left[ { - \tilde \varpi \cdot \Delta t} \right]}^\land}} \right) \cdot \delta {\phi _{i,k}}\\ \approx \left( {I - {{\left[ {\tilde \varpi \cdot \Delta t} \right]}^\land}} \right) \cdot \delta {\phi _{i,k}} \end{array} δϕi,k+1Exp([ϖ~Δt])δϕi,k(I[ϖ~Δt])δϕi,k
F 11 = ∂ δ ϕ i , k + 1 ∂ δ ϕ i , k = I − [ ϖ ~ ⋅ Δ t ] ∧ {F_{11}} = \frac{{\partial \delta {\phi _{i,k + 1}}}}{{\partial \delta {\phi _{i,k}}}} = I - {\left[ {\tilde \varpi \cdot \Delta t} \right]^\land} F11=δϕi,kδϕi,k+1=I[ϖ~Δt]

1.2.3 k+1时刻位置噪声的雅可比

Δ P i , k + 1 = Δ P i , k + Δ V i , k ⋅ Δ t + Δ t 2 4 ⋅ [ Δ R i , k ⋅ ( a k − b a , k + η a , k ) + Δ R i , k + 1 ⋅ ( a k + 1 − b a , k + η a , k + 1 ) ] \Delta {P_{i,k + 1}} = \Delta {P_{i,k}} + \Delta {V_{i,k}} \cdot \Delta t + \frac{{\Delta {t^2}}}{4} \cdot \left[ {\Delta {R_{i,k}} \cdot \left( {{a_k} - {b_{a,k}} + {\eta _{a,k}}} \right) + \Delta {R_{i,k + 1}} \cdot \left( {{a_{k + 1}} - {b_{a,k}} + {\eta _{a,k + 1}}} \right)} \right] ΔPi,k+1=ΔPi,k+ΔVi,kΔt+4Δt2[ΔRi,k(akba,k+ηa,k)+ΔRi,k+1(ak+1ba,k+ηa,k+1)]
②线性类:
δ P i , k \delta {P_{i,k}} δPi,k的雅可比:
F 33 = ∂ δ P i , k + 1 ∂ δ P i , k = I {F_{33}} = \frac{{\partial \delta {P_{i,k + 1}}}}{{\partial \delta {P_{i,k}}}} = I F33=δPi,kδPi,k+1=I
δ V i , k \delta {V_{i,k}} δVi,k的雅可比:
F 32 = ∂ δ P i , k + 1 ∂ δ V i , k = Δ t ⋅ I {F_{32}} = \frac{{\partial \delta {P_{i,k + 1}}}}{{\partial \delta {V_{i,k}}}} = \Delta t \cdot I F32=δVi,kδPi,k+1=ΔtI
δ b a , k \delta {b_{a,k}} δba,k的雅可比:
Δ P i , k + 1 + δ P i , k + 1 = Δ P i , k + Δ V i , k ⋅ Δ t + Δ t 2 4 ⋅ [ Δ R i , k ⋅ ( a k − b a , k − δ b a , k ) + Δ R i , k + 1 ⋅ ( a k + 1 − b a , k − δ b a , k ) ] δ P i , k + 1 = − Δ t 2 4 ⋅ ( Δ R i , k ⋅ δ b a , k + Δ R i , k + 1 ⋅ δ b a , k ) F 35 = ∂ δ P i , k + 1 δ b a , k = − Δ t 2 4 ( Δ R i , k + Δ R i , k + 1 ) \begin{array}{c} \Delta {P_{i,k + 1}} + \delta {P_{i,k + 1}} = \Delta {P_{i,k}} + \Delta {V_{i,k}} \cdot \Delta t + \frac{{\Delta {t^2}}}{4} \cdot \left[ {\Delta {R_{i,k}} \cdot \left( {{a_k} - {b_{a,k}} - \delta {b_{a,k}}} \right) + \Delta {R_{i,k + 1}} \cdot \left( {{a_{k + 1}} - {b_{a,k}} - \delta {b_{a,k}}} \right)} \right]\\ \delta {P_{i,k + 1}} = - \frac{{\Delta {t^2}}}{4} \cdot \left( {\Delta {R_{i,k}} \cdot \delta {b_{a,k}} + \Delta {R_{i,k + 1}} \cdot \delta {b_{a,k}}} \right)\\ {F_{35}} = \frac{{\partial \delta {P_{i,k + 1}}}}{{\delta {b_{a,k}}}} = - \frac{{\Delta {t^2}}}{4}\left( {\Delta {R_{i,k}} + \Delta {R_{i,k + 1}}} \right) \end{array} ΔPi,k+1+δPi,k+1=ΔPi,k+ΔVi,kΔt+4Δt2[ΔRi,k(akba,kδba,k)+ΔRi,k+1(ak+1ba,kδba,k)]δPi,k+1=4Δt2(ΔRi,kδba,k+ΔRi,k+1δba,k)F35=δba,kδPi,k+1=4Δt2(ΔRi,k+ΔRi,k+1)
③复杂类:

δ ϕ i , k \delta {\phi _{i,k}} δϕi,k的雅可比:
Δ P i , k + 1 + δ P i , k + 1 = Δ P i , k + Δ V i , k ⋅ Δ t + Δ t 2 4 ⋅ [ Δ R i , k ⋅ E x p ( [ δ ϕ i , k ] ∧ ) ⋅ ( a k − b a , k ) + Δ R i , k ⋅ E x p ( [ δ ϕ i , k ] ∧ ) ⋅ E x p ( [ ϖ ~ ⋅ Δ t ] ∧ ) ⋅ ( a k + 1 − b a , k ) ] Δ P i , k + 1 + δ P i , k + 1 ≈ Δ P i , k + Δ V i , k ⋅ Δ t + Δ t 2 4 ⋅ [ Δ R i , k ⋅ ( I + [ δ ϕ i , k ] ∧ ) ⋅ ( a k − b a , k ) + Δ R i , k ⋅ ( I + [ δ ϕ i , k ] ∧ ) ⋅ E x p ( [ ϖ ~ ⋅ Δ t ] ∧ ) ⋅ ( a k + 1 − b a , k ) ] \begin{array}{c} \Delta {P_{i,k + 1}} + \delta {P_{i,k + 1}} = \Delta {P_{i,k}} + \Delta {V_{i,k}} \cdot \Delta t + \frac{{\Delta {t^2}}}{4} \cdot \left[ {\Delta {R_{i,k}} \cdot Exp\left( {{{\left[ {\delta {\phi _{i,k}}} \right]}^\land}} \right) \cdot \left( {{a_k} - {b_{a,k}}} \right) + \Delta {R_{i,k}} \cdot Exp\left( {{{\left[ {\delta {\phi _{i,k}}} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ {\tilde \varpi \cdot \Delta t} \right]}^\land}} \right) \cdot \left( {{a_{k + 1}} - {b_{a,k}}} \right)} \right]\\ \Delta {P_{i,k + 1}} + \delta {P_{i,k + 1}} \approx \Delta {P_{i,k}} + \Delta {V_{i,k}} \cdot \Delta t + \frac{{\Delta {t^2}}}{4} \cdot \left[ {\Delta {R_{i,k}} \cdot \left( {I + {{\left[ {\delta {\phi _{i,k}}} \right]}^\land}} \right) \cdot \left( {{a_k} - {b_{a,k}}} \right) + \Delta {R_{i,k}} \cdot \left( {I + {{\left[ {\delta {\phi _{i,k}}} \right]}^\land}} \right) \cdot Exp\left( {{{\left[ {\tilde \varpi \cdot \Delta t} \right]}^\land}} \right) \cdot \left( {{a_{k + 1}} - {b_{a,k}}} \right)} \right] \end{array} ΔPi,k+1+δPi,k+1=ΔPi,k+ΔVi,kΔt+4Δt2[ΔRi,kExp([δϕi,k])(akba,k)+ΔRi,kExp([δϕi,k])Exp([ϖ~Δt])(ak+1ba,k)]ΔPi,k+1+δPi,k+1ΔPi,k+ΔVi,kΔt+4Δt2[ΔRi,k(I+[δϕi,k])(akba,k)+ΔRi,k(I+[δϕi,k])Exp([ϖ~Δt])(ak+1ba,k)]
δ P i , k + 1 = Δ t 2 4 ⋅ [ Δ R i , k ⋅ ( δ ϕ i , k ) ∧ ⋅ ( a k − b a , k ) + Δ R i , k ⋅ ( δ ϕ i , k ) ∧ ⋅ E x p ( [ ϖ ~ ⋅ Δ t ] ∧ ) ⋅ ( a k + 1 − b a , k ) ] δ P i , k + 1 = − Δ t 2 4 ⋅ [ Δ R i , k ⋅ ( a k − b a , k ) ∧ ⋅ δ ϕ i , k + Δ R i , k ⋅ [ E x p ( [ ϖ ~ ⋅ Δ t ] ∧ ) ⋅ ( a k + 1 − b a , k ) ] ∧ ⋅ δ ϕ i , k ] δ P i , k + 1 = − Δ t 2 4 ⋅ [ Δ R i , k ⋅ ( a k − b a , k ) ∧ ⋅ δ ϕ i , k + Δ R i , k ⋅ E x p ( [ ϖ ~ Δ t ] ∧ ) ⋅ ( a k + 1 − b a , k ) ∧ ⋅ E x p ( [ − ϖ ~ ⋅ Δ t ] ∧ ) ⋅ δ ϕ i , k ] δ P i , k + 1 = − Δ t 2 4 [ Δ R i , k ⋅ ( a k − b a , k ) ∧ ⋅ δ ϕ i , k + Δ R i , k + 1 ⋅ ( a k + 1 − b a , k ) ∧ ⋅ E x p ( [ − ϖ ~ ⋅ Δ t ] ∧ ) ⋅ δ ϕ i , k ] δ P i , k + 1 ≈ − Δ t 2 4 [ Δ R i , k ⋅ ( a k − b a , k ) ∧ ⋅ δ ϕ i , k + Δ R i , k + 1 ⋅ ( a k + 1 − b a , k ) ∧ ⋅ ( I − [ ϖ ~ ⋅ Δ t ] ∧ ) ⋅ δ ϕ i , k ] F 31 = ∂ δ P i , k + 1 δ ϕ i , k = − Δ t 2 4 ⋅ [ Δ R i , k ⋅ ( a k − b a , k ) ∧ + Δ R i , k + 1 ⋅ ( a k + 1 − b a , k ) ∧ ⋅ ( I − [ ϖ ~ ⋅ Δ t ] ∧ ) ] \begin{array}{c} \delta {P_{i,k + 1}} = \frac{{\Delta {t^2}}}{4} \cdot \left[ {\Delta {R_{i,k}} \cdot {{\left( {\delta {\phi _{i,k}}} \right)}^\land} \cdot \left( {{a_k} - {b_{a,k}}} \right) + \Delta {R_{i,k}} \cdot {{\left( {\delta {\phi _{i,k}}} \right)}^\land} \cdot Exp\left( {{{\left[ {\tilde \varpi \cdot \Delta t} \right]}^\land}} \right) \cdot \left( {{a_{k + 1}} - {b_{a,k}}} \right)} \right]\\ \delta {P_{i,k + 1}} = - \frac{{\Delta {t^2}}}{4} \cdot \left[ {\Delta {R_{i,k}} \cdot {{\left( {{a_k} - {b_{a,k}}} \right)}^\land} \cdot \delta {\phi _{i,k}} + \Delta {R_{i,k}} \cdot {{\left[ {Exp\left( {{{\left[ {\tilde \varpi \cdot \Delta t} \right]}^\land}} \right) \cdot \left( {{a_{k + 1}} - {b_{a,k}}} \right)} \right]}^\land} \cdot \delta {\phi _{i,k}}} \right]\\ \delta {P_{i,k + 1}} = - \frac{{\Delta {t^2}}}{4} \cdot \left[ {\Delta {R_{i,k}} \cdot {{\left( {{a_k} - {b_{a,k}}} \right)}^\land} \cdot \delta {\phi _{i,k}} + \Delta {R_{i,k}} \cdot Exp\left( {{{\left[ {\tilde \varpi \Delta t} \right]}^\land}} \right) \cdot {{\left( {{a_{k + 1}} - {b_{a,k}}} \right)}^\land} \cdot Exp\left( {{{\left[ { - \tilde \varpi \cdot \Delta t} \right]}^\land}} \right) \cdot \delta {\phi _{i,k}}} \right]\\ \delta {P_{i,k + 1}} = - \frac{{\Delta {t^2}}}{4}\left[ {\Delta {R_{i,k}} \cdot {{\left( {{a_k} - {b_{a,k}}} \right)}^\land} \cdot \delta {\phi _{i,k}} + \Delta {R_{i,k + 1}} \cdot {{\left( {{a_{k + 1}} - {b_{a,k}}} \right)}^\land} \cdot Exp\left( {{{\left[ { - \tilde \varpi \cdot \Delta t} \right]}^\land}} \right) \cdot \delta {\phi _{i,k}}} \right]\\ \delta {P_{i,k + 1}} \approx - \frac{{\Delta {t^2}}}{4}\left[ {\Delta {R_{i,k}} \cdot {{\left( {{a_k} - {b_{a,k}}} \right)}^\land} \cdot \delta {\phi _{i,k}} + \Delta {R_{i,k + 1}} \cdot {{\left( {{a_{k + 1}} - {b_{a,k}}} \right)}^\land} \cdot \left( {I - {{\left[ {\tilde \varpi \cdot \Delta t} \right]}^\land}} \right) \cdot \delta {\phi _{i,k}}} \right]\\ {F_{31}} = \frac{{\partial \delta {P_{i,k + 1}}}}{{\delta {\phi _{i,k}}}} = - \frac{{\Delta {t^2}}}{4} \cdot \left[ {\Delta {R_{i,k}} \cdot {{\left( {{a_k} - {b_{a,k}}} \right)}^\land} + \Delta {R_{i,k + 1}} \cdot {{\left( {{a_{k + 1}} - {b_{a,k}}} \right)}^\land} \cdot \left( {I - {{\left[ {\tilde \varpi \cdot \Delta t} \right]}^\land}} \right)} \right] \end{array} δPi,k+1=4Δt2[ΔRi,k(δϕi,k)(akba,k)+ΔRi,k(δϕi,k)Exp([ϖ~Δt])(ak+1ba,k)]δPi,k+1=4Δt2[ΔRi,k(akba,k)δϕi,k+ΔRi,k[Exp([ϖ~Δt])(ak+1ba,k)]δϕi,k]δPi,k+1=4Δt2[ΔRi,k(akba,k)δϕi,k+ΔRi,kExp([ϖ~Δt])(ak+1ba,k)Exp([ϖ~Δt])δϕi,k]δPi,k+1=4Δt2[ΔRi,k(akba,k)δϕi,k+ΔRi,k+1(ak+1ba,k)Exp([ϖ~Δt])δϕi,k]δPi,k+14Δt2[ΔRi,k(akba,k)δϕi,k+ΔRi,k+1(ak+1ba,k)(I[ϖ~Δt])δϕi,k]F31=δϕi,kδPi,k+1=4Δt2[ΔRi,k(akba,k)+ΔRi,k+1(ak+1ba,k)(I[ϖ~Δt])]

δ b g , k \delta {b_{g,k}} δbg,k的雅可比:
Δ P i , k + 1 + δ P i , k + 1 = Δ P i , k + Δ V i , k ⋅ Δ t + Δ t 2 4 ⋅ [ Δ R i , k ⋅ ( a k − b a , k ) + Δ R i , k + 1 ⋅ E x p ( [ − δ b g , k ⋅ Δ t ] ∧ ) ⋅ ( a k + 1 − b a , k ) ] Δ P i , k + 1 + δ P i , k + 1 ≈ Δ P i , k + Δ V i , k ⋅ Δ t + Δ t 2 4 ⋅ [ Δ R i , k ⋅ ( a k − b a , k ) + Δ R i , k + 1 ⋅ ( I − [ δ b g , k ⋅ Δ t ] ∧ ) ⋅ ( a k + 1 − b a , k ) ] \begin{array}{c} \Delta {P_{i,k + 1}} + \delta {P_{i,k + 1}} = \Delta {P_{i,k}} + \Delta {V_{i,k}} \cdot \Delta t + \frac{{\Delta {t^2}}}{4} \cdot \left[ {\Delta {R_{i,k}} \cdot \left( {{a_k} - {b_{a,k}}} \right) + \Delta {R_{i,k + 1}} \cdot Exp\left( {{{\left[ { - \delta {b_{g,k}} \cdot \Delta t} \right]}^\land}} \right) \cdot \left( {{a_{k + 1}} - {b_{a,k}}} \right)} \right]\\ \Delta {P_{i,k + 1}} + \delta {P_{i,k + 1}} \approx \Delta {P_{i,k}} + \Delta {V_{i,k}} \cdot \Delta t + \frac{{\Delta {t^2}}}{4} \cdot \left[ {\Delta {R_{i,k}} \cdot \left( {{a_k} - {b_{a,k}}} \right) + \Delta {R_{i,k + 1}} \cdot \left( {I - {{\left[ {\delta {b_{g,k}} \cdot \Delta t} \right]}^\land}} \right) \cdot \left( {{a_{k + 1}} - {b_{a,k}}} \right)} \right] \end{array} ΔPi,k+1+δPi,k+1=ΔPi,k+ΔVi,kΔt+4Δt2[ΔRi,k(akba,k)+ΔRi,k+1Exp([δbg,kΔt])(ak+1ba,k)]ΔPi,k+1+δPi,k+1ΔPi,k+ΔVi,kΔt+4Δt2[ΔRi,k(akba,k)+ΔRi,k+1(I[δbg,kΔt])(ak+1ba,k)]
δ P i , k + 1 = − Δ t 2 4 ⋅ [ Δ R i , k + 1 ⋅ ( δ b g , k ⋅ Δ t ) ∧ ⋅ ( a k + 1 − b a , k ) ] δ P i , k + 1 = Δ t 2 4 ⋅ [ Δ R i , k + 1 ⋅ ( a k + 1 − b a , k ) ∧ ⋅ δ b g , k ⋅ Δ t ] F 34 = ∂ δ P i , k + 1 ∂ δ b g , k = Δ t 3 4 ⋅ [ Δ R i , k + 1 ⋅ ( a k + 1 − b a , k ) ∧ ] \begin{array}{c} \delta {P_{i,k + 1}} = - \frac{{\Delta {t^2}}}{4} \cdot \left[ {\Delta {R_{i,k + 1}} \cdot {{\left( {\delta {b_{g,k}} \cdot \Delta t} \right)}^\land} \cdot \left( {{a_{k + 1}} - {b_{a,k}}} \right)} \right]\\ \delta {P_{i,k + 1}} = \frac{{\Delta {t^2}}}{4} \cdot \left[ {\Delta {R_{i,k + 1}} \cdot {{\left( {{a_{k + 1}} - {b_{a,k}}} \right)}^\land} \cdot \delta {b_{g,k}} \cdot \Delta t} \right]\\ {F_{34}} = \frac{{\partial \delta {P_{i,k + 1}}}}{{\partial \delta {b_{g,k}}}} = \frac{{\Delta {t^3}}}{4} \cdot \left[ {\Delta {R_{i,k + 1}} \cdot {{\left( {{a_{k + 1}} - {b_{a,k}}} \right)}^\land}} \right] \end{array} δPi,k+1=4Δt2[ΔRi,k+1(δbg,kΔt)(ak+1ba,k)]δPi,k+1=4Δt2[ΔRi,k+1(ak+1ba,k)δbg,kΔt]F34=δbg,kδPi,k+1=4Δt3[ΔRi,k+1(ak+1ba,k)]
[1]: 视觉slam14讲
[2]: 机器人学中的状态估计
[3]: 邱笑晨博士imu预积分推导

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