The Integral of Noise in State Estimation

Table of Contents Introduction A Toy Problem Analyzing the Signals Notes The AR(1) Model Introduction Noise modeling is a crucial component of probabilistic state estimation. Suppose you have a non-holonomic wheeled robot with two noisy sensors.

Directed Acyclic Graphs for Git

Make browsing your git repository’s history easier with git dag. Here’s how to set it up: git config --global alias.dag 'log --graph --decorate --all --oneline' git config --global color.ui true dag stands for directed acyclic graph, i.

Least-Squares Optimization with $SO(3)$

I often forget the nuances of on-manifold least-squares optimization, and re-learning is tedious. I decided to codify it here for future reference and for anyone rusty or unfamiliar with the topic.

A Visual-Inertial Sensor Calibration Library

For the past couple months, I’ve been working on an open source library that I wish I had while working on sensor calibration problems for the past 6 years at Amazon/Google.