Uncertainty Propagation on Unimodular Matrix Lie Groups

Abstract: This paper addresses uncertainty propagation on unimodular matrix Lie groups that have a surjective exponential map. We derive the exact formula for the propagation of mean and covariance in a continuous-time setting from the governing Fokker-Planck equation. Two approximate propagation methods are discussed based on the exact formula. One uses numerical quadrature and another utilizes the expansion of moments. A closed-form second-order propagation formula is derived. We apply the general theory to the joint attitude and angular momentum uncertainty propagation problem and numerical experiments demonstrate two approximation methods. These results show that our new methods have high accuracy while being computationally efficient.