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The quaternion lift of a prescribed continuous angular velocity: keeps invariant, its rotation path has body angular velocity , and the initial value problem has a unique solution on the whole interval
Statement
Let be a nondegenerate open interval, let be continuous, and consider on the open time-state domain the initial value problem
read as the first-order system of First-order systems, initial value problems, and solutions on intervals with time-state domain , state space , and right-hand side , , where , and are those of The quaternion rotation map : conjugation on the imaginary quaternions, the unit sphere , and quaternion lifts.
- If is a solution of , then is constant on ; if for one , then and the curve
is of class with for every ; consequently is the body angular velocity of in the sense of The body angular velocity of a rotation path: is skew, determines a unique continuous , and . 2. For every and the problem has exactly one maximal solution, and its domain is all of ; that is, there is exactly one curve with and on , and clause 1 applies to it.
Facts & Assumptions
Given: The interval , the continuous curve , the initial data , and the objects of The quaternion rotation map : conjugation on the imaginary quaternions, the unit sphere , and quaternion lifts.
is with its coordinate norm , the quaternion product, and the identification ; ; ; and for (The quaternion rotation map : conjugation on the imaginary quaternions, the unit sphere , and quaternion lifts, The quaternions : real quadruples with componentwise addition and an explicit multiplication formula matching the table on , The Euclidean inner product on ).
For , one has ; for curves , (The product rule for quaternion and matrix curves, multiplicativity of the quaternion norm, and the conjugation formula clause 1).
, and for a curve one has (The product rule for quaternion and matrix curves, multiplicativity of the quaternion norm, and the conjugation formula clause 2).
for , in particular its real part is (The product rule for quaternion and matrix curves, multiplicativity of the quaternion norm, and the conjugation formula clause 3).
For one has , and is a group homomorphism on (The quaternion rotation map : conjugation on the imaginary quaternions, the unit sphere , and quaternion lifts).
For a curve the body angular velocity exists uniquely, with (The body angular velocity of a rotation path: is skew, determines a unique continuous , and ).
The system is an initial value problem in the sense of First-order systems, initial value problems, and solutions on intervals with open domain . In applying Local Lipschitz continuity in the state variable, locally uniform in time and parameters, a compact time-state cylinder here is a product with a compact interval and compact; the condition requires one finite state-Lipschitz constant on each such product. If is continuous and satisfies this condition, then Picard-Lindelof local existence and uniqueness holds, and there is a unique maximal solution (Picard-Lindelöf local existence and uniqueness for first-order systems, Every Picard–Lindelöf initial value problem has one maximal solution on an open interval, Extensions, maximal solutions, maximal intervals, and global solutions); any two solutions through the same initial data agree on every common interval containing the initial time (Picard-Lindelöf local existence and uniqueness for first-order systems).
Compact continuation: if a solution whose graph lies in a compact subset of the domain approaches a finite endpoint, then it extends past that endpoint (Compact continuation for locally Lipschitz ODEs: a solution whose graph stays in a compact subset of the domain near a finite endpoint extends past it).
For every finite , a subset of is compact if and only if it is closed and bounded; continuous preimages of closed sets are closed, singletons in a metric space are closed, and polynomial maps such as are continuous (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line, Open cover, subcover, compact metric space, and compact subset of a metric space, Metric continuity characterisations, with countable choice for the sequential converse, A space is if and only if every singleton is closed, if and only if every finite subset is closed, if and only if its topology contains the cofinite topology, Euclidean maps are closed under componentwise algebra and composition, Euclidean maps and diffeomorphisms).
The Euclidean norm is a norm on and satisfies , so is continuous; a continuous real function on a nonempty compact metric space is bounded (Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation, The reverse triangle inequality in a normed space, A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value).
Proof
The map on is continuous, since the product is bilinear and continuous and is continuous. For and one has , so by [F3] and [F1] . The norm continuity and compact boundedness in [F10] give a finite bound on every nonempty compact time interval . For a compact time-state cylinder as specified in [F7], is one finite state-Lipschitz constant, since the estimate holds for every at each . Thus satisfies the hypotheses of [F7].
Let be a solution. By [F3] and the differential equation, , and this is by [F4]. Hence is constant on ; if , this constant is and .
The set is closed and bounded in : it is the preimage of the closed singleton under the continuous map , and every has . By [F9] it is compact.
By [F7] and step 1.1 the problem has a unique maximal solution through , and its domain is an open interval containing .
Let be any solution with , so and for all by [F5]; fix and put . By [F2] the curve is with , and , by the anti-automorphism identity of [F3] and the linearity of conjugation (). The finite product formula of [F2] gives , so . The -th entry of the matrix is the component of read through , so each entry of is and, by the displayed identity with , for . Both sides are linear in the vector they act on, so , and [F6] identifies as the body angular velocity of . This proves clause 1.
Assume , so that the maximal solution of step 2.1 satisfies by step 1.2. If , then since both are intervals containing either or . In the first case ; choose with and choose with . The set lies in , since is an interval containing and . It is closed and bounded in : is closed and bounded in , and is closed and bounded in by step 1.3. Hence is compact by [F9]. For every the graph point lies in , so [F8], applied to with finite endpoint , extends past , contradicting maximality. If instead , define the reflected intervals and , and define . Direct differentiation shows that solves the same type of equation on with continuous rate ; reflection carries any proper extension of to a proper extension of , so is maximal. Its finite right endpoint lies strictly below the right endpoint of , so the first-case argument applied to gives a contradiction. Therefore , and the problem with has a solution on all of .
Finally, let be two solutions with the same value at . By [F7] any two solutions through the same initial data agree on every common interval containing , and is such an interval; hence . Combined with step 3.1 (existence on for for the maximal solution, whose restrictions are the solutions) and step 2.2, this proves clause 2 and completes the proof.
Remarks
- The hypotheses are minimal in the usual sense: is only continuous, the equation is linear in with coefficient , and no regularity of beyond continuity is used; the solution is but not claimed to be more regular unless is.
- The invariance argument uses the identity and the scalar-part computation of the conjugation formula; it does not use the unit condition at intermediate times, so it applies along the whole maximal solution.
- If is replaced by a non-open interval, the statement is read on its interior; the maximal-domain conclusion is a statement about open domains. Nothing here asserts completeness of the field in any other sense.
Depends on
The quaternion rotation map : conjugation on the imaginary quaternions, the unit sphere , and quaternion lifts
The product rule for quaternion and matrix curves, multiplicativity of the quaternion norm, and the conjugation formula
The body angular velocity of a rotation path: is skew, determines a unique continuous , and
The quaternions : real quadruples with componentwise addition and an explicit multiplication formula matching the table on
is a division ring that is not commutative, hence not a field: for , while and
The Euclidean inner product on
Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation
The reverse triangle inequality in a normed space
A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
Local Lipschitz continuity in the state variable, locally uniform in time and parameters
First-order systems, initial value problems, and solutions on intervals
Extensions, maximal solutions, maximal intervals, and global solutions
Picard-Lindelöf local existence and uniqueness for first-order systems
Every Picard–Lindelöf initial value problem has one maximal solution on an open interval
Compact continuation for locally Lipschitz ODEs: a solution whose graph stays in a compact subset of the domain near a finite endpoint extends past it
Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
Open cover, subcover, compact metric space, and compact subset of a metric space
Metric continuity characterisations, with countable choice for the sequential converse
A space is if and only if every singleton is closed, if and only if every finite subset is closed, if and only if its topology contains the cofinite topology
Euclidean maps are closed under componentwise algebra and composition
Euclidean maps and diffeomorphisms
Dependency tree · 2 levels
Sources
- J. Sola, Quaternion kinematics for the error-state Kalman filter (arXiv:1711.02508), Section 2.4.1 ((90)-(93): q* qdot is a pure quaternion and qdot = q (x) Omega) and Section 2.4.2 ((97)-(99): omega = 2 Omega, qdot = (1/2) q (x) omega, q = e^{omega t/2}), printed pages 20-22
- N. Trawny and S. I. Roumeliotis, Indirect Kalman Filter for 3D Attitude Estimation (University of Minnesota, TR-2005-002), Section 1.5 (quaternion time derivative of a moving frame, equations (80)-(89)), printed pages 9-10
- G. Teschl, Ordinary Differential Equations and Dynamical Systems (AMS Graduate Studies in Mathematics 140, online edition), Section 2.1 (fixed point theorems and the contraction principle), Section 2.2 (the basic existence and uniqueness result, Theorem 2.2), Section 2.3 (some extensions), Section 2.6 (extensibility of solutions: Theorem 2.13 and Corollary 2.15), printed pages 33-41 and 50-53