First-OrderErrorPropagation-HerzlichWillkommen!.pdfVIP

Introduction to Mobile Robotics Error Propagation Wolfram Burgard, Cyrill Stachniss, Maren Bennewitz, Giorgio Grisetti, Kai Arras Slides by Kai Arras Last update: June 2010 1 Error Propagation: Motivation •  Probabilistic robotics is • Representation • Propagation • Reduction of uncertainty •  First-order error propagation is fundamental for: Kalman filter (KF), landmark extraction, KF-based localization and SLAM 2 First-Order Error Propagation Approximating f(X) by a first-order Taylor series expansion about the point X = µX 3 First-Order Error Propagation X,Y assumed to be Gaussian Y = f(X) Taylor series expansion Wanted: , (Solution on blackboard) 4 First-Order Error Propagation Y = f(X , X , ..., X ) 1 2 n Taylor series expansion Wanted: , (Solution on blackboard) 5 First-Order Error Propagation Y = f(X , X , ..., X ) 1 2 n Z = g(X , X , ..., X ) 1 2 n Wanted: (Exercise) 6 First-Order Error Propagation Putting things together... with “Is there a compact form?...” 7 Jacobian Matrix •  It’s a non-square matrix in general •  Suppose you have a vector-valued function •  Let the gradient operator be the vector of (first-order) partial derivatives •  Then, the Jacobian matrix is defined as