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i2ekf-lo's Issues

Derivation of the F_x and F_w matrices?

Hi,

Thanks for the code. I am looking into the maths of the prediction step, which involves calculating the Jacobian F_x and F_w.

I found your calculation of F_x with respect to the rotation and angular velocity errors here:

F_x.block<3, 3>(0, 0) = Exp(state_inout.bias_g, -dt);

F_x.block<3, 3>(0, 15) = Eye3d * dt;

Do you have the technical note on these calculations? Just to share some results.

dx_tilde_{k+1} / d_rotation_error = Exp(omega_hat, dt)^{-1},

which is equivalent to Exp(omega_hat, -dt)

My calculation of dx_tilde_{k+1} / d_angular_velocity_error shows that it should be Jr(angular_velocity_estimate * dt)dt, which can be approximated to Eye(3) * dt as in your code.

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