Path Integral Particle Filtering for Hybrid Systems via Saltation Matrices

We present an optimal-control-based particle filtering method for state estimation in hybrid systems that undergo intermittent contact with their environments. We follow the path integral filtering framework that exploits the duality between the smoothing problem and optimal control. We leverage saltation matrices to map out the uncertainty propagation during contact events for hybrid systems. The resulting path integral optimal control problem allows for a state estimation algorithm robust to outlier effects, flexible to non-Gaussian noise distributions, that also handles the challenging contact dynamics in hybrid systems. This work offers a computationally efficient and reliable estimation algorithm for hybrid systems with stochastic dynamics. We also present extensive experimental results demonstrating that our approach consistently outperforms strong baselines across multiple settings.