• DocumentCode
    1520907
  • Title

    A Semidefinite Relaxation-Based Algorithm for Robust Attitude Estimation

  • Author

    Ahmed, Shakil ; Kerrigan, Eric C. ; Jaimoukha, Imad M.

  • Author_Institution
    Dept. of Electr. & Electron. Eng., Imperial Coll. London, London, UK
  • Volume
    60
  • Issue
    8
  • fYear
    2012
  • Firstpage
    3942
  • Lastpage
    3952
  • Abstract
    This paper presents a tractable method for solving a robust attitude estimation problem, based on a weighted least squares approach with nonlinear constraints. Attitude estimation requires information of a few vector quantities, each obtained from both a sensor and a mathematical model. By considering the modeling errors, measurement noise, sensor biases and offsets as infinity-norm bounded uncertainties, we formulate a robust optimization problem, which is nonconvex with nonlinear cost and constraints. The robust min-max problem is approximated with a nonconvex minimization problem using an upper bound. A new regularization scheme is also proposed to improve the robust performance. We then use semidefinite relaxation to convert the suboptimal problem with quadratic cost and constraints into a tractable semidefinite program with a linear objective function and linear matrix inequality constraints. We also show how to extract the solution of the suboptimal robust estimation problem from the solution of the semidefinite relaxation. Further, a mathematical proof supported by numerical results is presented stating the gap between the suboptimal problem and its relaxation is zero under a given condition, which is mostly true in real life scenarios. The usefulness of the proposed algorithm in the presence of uncertainties is evaluated with the help of examples.
  • Keywords
    estimation theory; least mean squares methods; linear matrix inequalities; minimax techniques; signal detection; infinity-norm bounded uncertainties; linear matrix inequality constraint; linear objective function; measurement error; measurement noise; min-max problem; nonconvex minimization problem; nonlinear constraint; quadratic constraint; quadratic cost; regularization scheme; robust attitude estimation; robust optimization problem; semidefinite relaxation-based algorithm; suboptimal problem; suboptimal robust estimation problem; tractable method; weighted least squares approach; Eigenvalues and eigenfunctions; Estimation; Least squares approximation; Optimization; Robustness; Uncertainty; Vectors; Estimation; min-max techniques; optimization methods; relaxation methods; robustness; uncertainty;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/TSP.2012.2198820
  • Filename
    6203426