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Associating Uncertainty to Extended Poses for on Lie Group IMU Preintegration with Rotating Earth

This repo provides Python scripts that implement the major equations from the paper mentioned above. The GTSAM fork related to the papier is available at this url. The repo also contains supplementary material that provides detailed proofs with comprehensive derivations of the paper.

Paper Overview ArXiv paper

A recently introduced matrix group provides a 5x5 matrix representation for the orientation, velocity and position of an object in the 3-D space, a triplet we call ``extended pose''. In the paper we build on this group to develop a theory to associate uncertainty with extended poses represented by 5x5 matrices. Our approach is particularly suited to describe how uncertainty propagates when the extended pose represents the state of an Inertial Measurement Unit (IMU). In particular it allows revisiting the theory of IMU preintegration on manifold and reaching a further theoretic level in this field. Exact preintegration formulas that account for rotating Earth, that is, centrifugal force and Coriolis force, are derived as a byproduct, and the factors are shown to be more accurate. The approach is validated through extensive simulations and applied to sensor-fusion where a loosely-coupled fixed-lag smoother fuses IMU and LiDAR on one hour long experiments using our experimental car. It shows how handling rotating Earth may be beneficial for long-term navigation within incremental smoothing algorithms.

Installation

These scripts are based on the PyTorch library with CUDA installed for highly fast batch computation (it assumes the desktop is equipped with a GPU). It necessitates to install the following packages

pip install torch torchvision pyyaml matplotlib numpy scipy typing termcolor

The repo has been tested on a Ubuntu 16.04 desktop with 1.5 PyTorch version.

Description of the Scripts

  • intro.py generates plots for comparing different distributions (Figure 1)
  • simple_propagation.py generates the plots for the example of propagation of an extended pose (Figure 2 and Figure 5)
  • fourth_order.py generates the plot for comparing second- and fourth-order methods (Figure 3)
  • retraction.py generates the plots for comparing different distributions (Figure 4)
  • preintegration.py generates the plots for the IMU preintegration comparison (Figure 7)
  • bias.py generates plots for the bias update comparison (Figure 8)
  • coriolis.py generates plots for the Coriolis comparison (Figure 9)
  • lie_group_utils.py implements Lie group related functions
  • preintegration_utils.py contains functions for preintegration
  • numerical_test.py compares numerical Jacobian and integration versus our analytical expressions related to the Gamma factors and IMU increments.

The implementation is based with batch in the first dimension, e.g.

xis = torch.randn(N, 3) # N is batch size
Rots = SO3.exp(xis) # Nx3x3 rotation matrices

contains N rotation matrices. This allows really fast 🚀 Monte-Carlo sampling.

GTSAM

GTSAM is a C++ library that implements smoothing and mapping algorithms using factor-graphs. Our GTSAM fork of at this url contains implementation for

  • Bias update with Lie exponential coordinates
  • Proposed rotating Earth and Coriolis effect preintegration
  • Debug of the original rotating Earth and Coriolis effect preintegration

Citation

If you use this code in your research, please cite:

@article{brossard2020associating,
  author={M. {Brossard} and A. {Barrau} and P. {Chauchat} and S. {Bonnabel}},
  title = {Associating Uncertainty to Extended Poses for on Lie Group IMU  Preintegration with Rotating Earth},
  year = {2020}
}

Authors

This code was written by the Centre of Robotique at the MINESParisTech, Paris, France.

Martin Brossard, Axel Barrau, Paul Chauchat and Silvère Bonnabel.