AIAA Guidance, Navigation, and Control Conference 2011
DOI: 10.2514/6.2011-6615
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Extended Kalman Filter vs. Error State Kalman Filter for Aircraft Attitude Estimation

Abstract: The Kalman filter (KF) is the optimal estimator that minimizes the mean square error when the state and measurement dynamics are linear in nature, provided the process and measurement noise processes are modeled as white Gaussian. However, in the real world, one encounters a large number of scenarios where either the process or measurement model (or both) are nonlinear. In such cases a class of suboptimal Kalman filter implementations called extended Kalman filters (EKF) are used. EKFs operate by linearizing t… Show more

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Cited by 96 publications
(61 citation statements)
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“…In this work, we focus on the Error-State Kalman Filter (ESKF), also found under the name of Indirect Kalman Filter [23,25]. [32,37] reviews the application of ESKF for AD and highlights its advantages as: i) the error-state uses a minimal parametrization, in form of rotation vector, for the rotation. Thus, redundancy issues related to the unit-norm constraint is avoided, preventing also possible singularity risks during the covariance matrix estimation.…”
Section: Eskf -Float Estimationmentioning
confidence: 99%
“…In this work, we focus on the Error-State Kalman Filter (ESKF), also found under the name of Indirect Kalman Filter [23,25]. [32,37] reviews the application of ESKF for AD and highlights its advantages as: i) the error-state uses a minimal parametrization, in form of rotation vector, for the rotation. Thus, redundancy issues related to the unit-norm constraint is avoided, preventing also possible singularity risks during the covariance matrix estimation.…”
Section: Eskf -Float Estimationmentioning
confidence: 99%
“…Error-state Kalman filter a) Nominal-state propagation: The nominal state is propagated according to (16) with all perturbation impulses {v i , θ i , a i , ω i } set to zero. b) Error-state KF prediction: The error-state system (14) can be posed as…”
Section: A Extended Kalman Filtermentioning
confidence: 99%
“…They are summarized hereafter. First, we implement extended (EKF) and error-state (ESKF) Kalman filters [16]. Second, we express the orientation errors of ESKF both in local (LE) and global (GE) frames [17].…”
Section: Introductionmentioning
confidence: 99%
“…In effect, the Kalman filter uses a model of the system to filter measurements of states that are measured and to observe states that are not measured. 3,7,10,14 The input to the system is typically modeled as a combination of an unknown stochastic signal and a known deterministic signal. When the Kalman filter is used within the context of LQG control, the deterministic signal is injected numerically into the Kalman filter in order to take advantage of the separation principle.…”
Section: Introductionmentioning
confidence: 99%