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A THESIS SUBMITTED IN PARTIAL FULLFILLMENT
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Publication Date:
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Vision based navigation for micro helicopters
Author(s):
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Publication Date:
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A Multi-State Constraint Kalman Filter
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Anastasios I. Mourikis and Stergios I. Roumeliotis

An Introduction to the Kalman Filter by
Greg Welch1
and
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Department of Computer Science
University of North Carolina at Chapel Hill
Chapel Hill, NC 27599-3175

A Compact Guidance, Navigation, and Control System for
Unmanned Aerial Vehicles
Henrik B. Christophersen,∗ R. Wayne. Pickell,∗ James C. Neidhoefer,∗ Adrian A. Koller,† Suresh, K. Kannan,∗ and
Eric N. Johnson‡
Georgia Institute of Technology, Atlanta, GA, 30332-0150

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In this paper, we focus on the problem of motion tracking in unknown environments using visual and inertial sensors.We term this estimation task visual-inertial odometry (VIO), in analogy to the well-known visual-odometry problem. We present a detailed study of EKF-based VIO algorithms, by comparing both their theoretical properties and empirical performance. We show that an EKF formulation where the state vector comprises a sliding window of poses (the MSCKF algorithm) attains better accuracy, consistency, and computational efficiency than the SLAM formulation of the EKF, in which the state vector contains the current pose and the features seen by the camera. Moreover, we prove that both types of EKF approaches are inconsistent, due to the way in which Jacobians are computed. Specifically, we show that the observability properties of the EKF’s linearized system models do not match those of the underlying system, which causes the filters to underestimate the uncertainty in the state estimates. Based on our analysis, we propose a novel, real-time EKF-based VIO algorithm, which achieves consistent estimation by (i) ensuring the correct observability properties of its linearized system model, and (ii) performing online estimation of the camera-to-IMU calibration parameters. This algorithm, which we term MSCKF 2.0, is shown to achieve accuracy and consistency higher than even an iterative, sliding-window fixed-lag smoother, in both Monte-Carlo simulations and real-world testing. I
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