Linear-time estimation with tree assumed density filtering and low-rank approximation

We present two fast and memory-efficient approximate estimation methods, targeting obstacle avoidance applications on small robot platforms. Our methods avoid a main bottleneck of traditional filtering techniques, which creates densely correlated cliques of landmarks, leading to expensive time and space complexity. We introduce a novel technique to avoid the dense cliques by sparsifying them into a tree structure and maintain that tree structure efficiently over time. Unlike other edge removal graph sparsification methods, our methods sparsify the landmark cliques by introducing new variables to de-correlate them. The first method projects the current density onto a tree rooted at the same variable at each step. The second method improves upon the first one by carefully choosing a new low-dimensional root variable at each step to replace such that the independence and conditional densities of the landmarks given the trajectory are optimally preserved. Our experiments show a significant improvement in time and space complexity of the methods compared to other standard filtering techniques in worst-case scenarios, with small trade-offs in accuracy due to low-rank approximation errors.