An Improved Invariant Kalman Filter for Lie Groups Attitude Dynamics with Heavy-Tailed Process Noise

Abstract

Attitude estimation is a basic task for most spacecraft missions in aerospace engineering and many Kalman type attitude estimators have been applied to the guidance and navigation of spacecraft systems. By building the attitude dynamics on matrix Lie groups, the invariant Kalman filter (IKF) was developed according to the invariance properties of symmetry groups. However, the Gaussian noise assumption of Kalman theory may be violated when a spacecraft maneuvers severely and the process noise might be heavy-tailed, which is prone to degrade IKF’s performance for attitude estimation. To address the attitude estimation problem with heavy-tailed process noise, this paper proposes a hierarchical Gaussian state-space model for invariant Kalman filtering: The probability density function of state prediction is defined based on student’s t distribution, while the conjugate prior distributions of the scale matrix and degrees of freedom (dofs) parameter are respectively formulated as the inverse Wishart and Gamma distribution. For the constructed hierarchical Gaussian attitude estimation state-space model, the Lie groups rotation matrix of spacecraft attitude is inferred together with the scale matrix and dof parameter using the variational Bayesian iteration. Numerical simulation results illustrate that the proposed approach can significantly improve the filtering robustness of invariant Kalman filter for Lie groups spacecraft attitude estimation problems with heavy-tailed process uncertainty.