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
Link To Document