In applied mathematics, Wahba's problem, first posed by Grace Wahba in 1965, seeks to find a rotation matrix (special orthogonal matrix) between two coordinate systems from a set of (weighted) vector observations. Solutions to Wahba's problem are often used in satellite attitude determination utilising sensors such as magnetometers and multi-antenna GPS receivers. The cost function that Wahba's problem seeks to minimise is as follows:

for

where is the k-th 3-vector measurement in the reference frame, is the corresponding k-th 3-vector measurement in the body frame and is a 3 by 3 rotation matrix between the coordinate frames.[1] is an optional set of weights for each observation.

A number of solutions to the problem have appeared in literature, notably Davenport's q-method, QUEST and singular value decomposition-based methods. This is an alternative formulation of the Orthogonal Procrustes problem (consider all the vectors multiplied by the square-roots of the corresponding weights as columns of two matrices with N columns to obtain the alternative formulation).

Several methods for solving Wahba's problem are discussed by Markley and Mortari.

Solution by Singular Value DecompositionEdit

One solution can be found using a singular value decomposition as reported by Markley

1. Obtain a matrix   as follows:

 

2. Find the singular value decomposition of  

 

3. The rotation matrix is simply:

 

where  

NotesEdit

  1. ^ The rotation   in the problem's definition transforms the body frame to the reference frame. Most publications define rotation in the reverse direction, i.e. from the reference to the body frame which amounts to  .

ReferencesEdit

See alsoEdit