A Semidefinite Relaxation-Based Algorithm for Robust Attitude Estimation
File(s)IEEESP_12.pdf (621.27 KB)
Accepted version
Author(s)
Ahmed, S
Kerrigan, EC
Jaimoukha, IJ
Type
Journal Article
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 non-convex with nonlinear cost and constraints. The robust min-max problem is approximated with a non-convex 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.
noise, sensor biases and offsets as infinity-norm bounded uncertainties, we formulate a robust optimization problem, which is non-convex with nonlinear cost and constraints. The robust min-max problem is approximated with a non-convex 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.
Editor(s)
Greco, MS
Date Issued
2012-08
Citation
IEEE Transactions on Signal Processing, 2012, 60 (8), pp.3942-3952
ISSN
1053-587X
Publisher
IEEE
Start Page
3942
End Page
3952
Journal / Book Title
IEEE Transactions on Signal Processing
Volume
60
Issue
8
Copyright Statement
© 2011 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Description
222.08.12 KB. Accepted version, ok to add to spiral. IEEE policy
Subjects
Estimation
uncertainty
robustness
optimization methods
min-max techniques
relaxation methods
Notes
IEEE Early Access Articles
Publication Status
Published