Feature Tracks are not Zero-Mean Gaussian

Tsuei, Stephanie, Mo, Wenjie, Soatto, Stefano

arXiv.org Artificial Intelligence 

Many state estimation algorithms assume that measurements are zero-mean Gaussian. This is an explicit assumption in the Kalman Filter and its nonlinear variants [28, 3] and implicitly built-into the optimization problem of bundle adjustment algorithms [21] and outlier-rejection algorithms [5]. With extensive calibration with respect to temperature and mechanical alignment, the zero-mean Gaussian assumption is sufficient for the measurements of sensors such as inertial measurement units (IMUs) [30, 27], even if it is still not completely true: Extended Kalman Filters (EKFs) that rely on these IMUs are deployed on safety-critical systems actively in use. Even though several well-known algorithms for Simultaneous Localization and Mapping (SLAM) rely on the often-deployed EKF (e.g.

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