Approximating a matrix as the square of a skew-symmetric matrix, with application to estimating angular velocity from acceleration data
Yang Wan, Benjamin E. Grossman-Ponemona, Haneesh Kesari
TL;DR
This work addresses the problem of approximating an arbitrary real $n\times n$ matrix by a matrix that is the square of a real skew-symmetric matrix, using the Frobenius norm. It delivers a constructive proof of existence and introduces the skew-square-spectral approximant $\mathbf{U}^*[\mathbf{A}]$ as an explicit global minimizer, with an algorithm to compute it directly from the symmetric part of $\mathbf{A}$. The key contributions include the explicit diagonal-assembly rule for $\mathbf{D}^*$ based on eigenvalues $\lambda_i$ of the symmetric part, a practical algorithm, and small illustrative examples. The method is applied to the gyro-free $\,\sqrt{AO}$-algorithm for estimating angular velocity from accelerometer data, demonstrating improved robustness to noise and experimental imperfections in rigid-body kinematics.
Abstract
In this paper we study the problem of finding the best approximation of a real square matrix by a matrix that can be represented as the square of a real, skew-symmetric matrix. This problem is important in the design of robust numerical algorithms aimed at estimating rigid body kinematics from multiple accelerometer measurements. We give a constructive proof for the existence of a best approximant in the Frobenius norm. We demonstrate the construction with some small examples, and we showcase the practical importance of this work to the problem of determining the angular velocity of a rotating rigid body from its acceleration measurements.
