Towards Consistent Batch State Estimation Using a Time-Correlated Measurement Noise Model
David J. Yoon,Timothy D. Barfoot,David J. Yoon,Timothy D. Barfoot
In this paper, we present an algorithm for learning time-correlated measurement covariances for application in batch state estimation. We parameterize the inverse measurement covariance matrix to be block-banded, which conveniently factorizes and results in a computationally efficient approach for correlating measurements across the entire trajectory. We train our covariance model through supervis...
