Group for Research in Decision Analysis

G-2019-99

The invariant Rauch-Tung-Striebel Smoother

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This paper presents an invariant Rauch-Tung-Striebel Smoother (IRTS) applicable to systems with states that are an element of a matrix Lie group. In particular, the extended Rauch-Tung-Striebel (RTS) smoother is adapted to work within a matrix Lie group framework. The main advantage of the invariant RTS (IRTS) smoother is that the linearization of the process and measurement models is independent of the state estimate resulting in state independent Jacobians when certain technical requirements are met. The multiplicative RTS (MRTS) smoother is also reviewed and is used as a direct comparison to the proposed IRTS smoother using simulated and experimental data.

, 15 pages