State Estimation

1. Linear Kalman Filter

Experimental Evaluation of Simple Estimators for Humanoid Robots
Reference_Repo

Method

State $X = { Base_{pos}, Base_{vel_lin}, P_1, P_{n}, … }$
Base position and linear velocity and Contact positions (Humanoid: 2, Quadruped: 4)

Measurement $Y = {P_1, P_2, … , V_1, V_2, …, H_1, …, }$
P : Position vector for each foot.
V : Velocity vector for each foot.
H : Height of foot.

Update $F, G, Q$ from time.
Prediction
\(\hat{X}_0 = X_{init} \\ X' = F\hat{X}_n + Gu_n \\ P' = FP_nF^{\top} + Q\)

Update $H_n, R, Y$ from Pinocchio.
Update section
\(Y_{error} = Y - H_nX'^{\top} \\ S_n = H_nP'H_n^{\top} + R \\ G_{kalman} = P'H_n^{\top}S_n^{-1}\)

\[\hat{X}_{n+1} = \hat{X}_n + G_{kalman}Y_{error} \\ P_{n+1} = (I-G_{kalman}H_n)P' \\ P_{n+1} = \frac{P_{n+1} + P_{n+1}^{\top} }{2}\]

2. Extended Kalman Filter

State Estimation for Legged Robots - Consistent Fusion of Leg Kinematics and IMU

State estimation and localization of legged robots : a tightly-coupled approach based on a-posteriorimaximization

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