IMU Preintegration Theory

A while ago, I had explored the theory of IMU preintegration in the context of sensor fusion using a factor graph. The basic concept is that to use imu measurement as between factors for optimization we need to know the previous state. This is not convenient, however, a mathematical trick helps us make the between …

Sensor Fusion: Extended Kalman Filter (EKF)

Overview In this post I am going to briefly tell you about Kalman filter and one of its extensions to non-linear cases, ie. the Extended Kalman Filter (EKF). I will give a concrete example from Robotics on sensor fusion of IMU measurements and Odometry estimates from other SLAM algorithm. In robotics literature, this is referred …