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Accurate estimation of noise parameters is critical for optimal filter performance, especially in systems where true noise parameter values are unknown or time-varying. This article presents a quaternion left-invariant extended Kalman…

Signal Processing · Electrical Eng. & Systems 2025-12-09 Yash Pandey , Rahul Bhattacharyya , Yatindra Nath Singh

This paper presents a novel approach to address the inconsistency problem caused by observability mismatch in visual-inertial navigation systems (VINS). The key idea involves applying a linear time-varying transformation to the error-state…

Robotics · Computer Science 2025-10-28 Chungeng Tian , Ning Hao , Fenghua He

This article examines state estimation in discrete-time nonlinear stochastic systems with finite-dimensional states and infinite-dimensional measurements, motivated by real-world applications such as vision-based localization and tracking.…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Maxwell M. Varley , Timothy L. Molloy , Girish N. Nair

We study the mathematical properties of the Invariant Extended Kalman Filter (IEKF) when iterating on the measurement update step, following the principles of the well-known Iterated Extended Kalman Filter. This iterative variant of the…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Sven Goffin , Axel Barrau , Silvère Bonnabel , Olivier Brüls , Pierre Sacré

This study presents an innovative hybrid Visual-Inertial Odometry (VIO) method for Unmanned Aerial Vehicles (UAVs) that is resilient to environmental challenges and capable of dynamically assessing sensor reliability. Built upon a loosely…

Robotics · Computer Science 2025-12-22 Ufuk Asil , Efendi Nasibov

This paper derives the extended Kalman filter (EKF) for continuous-time systems on matrix Lie groups observed through discrete-time measurements. By modeling the system noise on the Lie algebra and adopting a Stratonovich interpretation for…

Systems and Control · Electrical Eng. & Systems 2025-06-03 Finn G. Maurer , Erlend A. Basso , Henrik M. Schmidt-Didlaukies , Torleiv H. Bryne

Pose estimation is a crucial problem in simultaneous localization and mapping (SLAM). However, developing a robust and consistent state estimator remains a significant challenge, as the traditional extended Kalman filter (EKF) struggles to…

Robotics · Computer Science 2025-03-05 Anbo Tao , Yarong Luo , Chunxi Xia , Chi Guo , Xingxing Li

Odometry estimation is crucial for every autonomous system requiring navigation in an unknown environment. In modern mobile robots, 3D LiDAR-inertial systems are often used for this task. By fusing LiDAR scans and IMU measurements, these…

In many physical applications, the system's state varies with spatial variables as well as time. The state of such systems is modelled by partial differential equations and evolves on an infinite-dimensional space. Systems modelled by…

Optimization and Control · Mathematics 2022-02-17 Sepideh Afshar , Fabian Germ , Kirsten A. Morris

The kinematics of many nonlinear control systems, especially in the robotics field, admit a transitive Lie-group symmetry, which is useful in high performance observer design. The recently proposed equivariant filter (EqF) exploits…

Systems and Control · Electrical Eng. & Systems 2022-09-13 Yixiao Ge , Pieter van Goor , Robert Mahony

In this paper, we propose an Invariant Extended Kalman Filter (IEKF) based Visual-Inertial Odometry (VIO) using multiple features in man-made environments. Conventional EKF-based VIO usually suffers from system inconsistency and angular…

Robotics · Computer Science 2023-11-09 Tong Hua , Tao Li , Liang Pang , Guoqing Liu , Wencheng Xuanyuan , Chang Shu , Ling Pei

Visual Inertial Odometry (VIO) is of great interest due the ubiquity of devices equipped with both a monocular camera and Inertial Measurement Unit (IMU). Methods based on the extended Kalman Filter remain popular in VIO due to their low…

Robotics · Computer Science 2021-04-09 Pieter van Goor , Robert Mahony

While LiDAR and cameras are becoming ubiquitous for unmanned aerial vehicles (UAVs) but can be ineffective in challenging environments, 4D millimeter-wave (MMW) radars that can provide robust 3D ranging and Doppler velocity measurements are…

Robotics · Computer Science 2025-02-24 Jinwen Zhu , Jun Hu , Xudong Zhao , Xiaoming Lang , Yinian Mao , Guoquan Huang

Recent research in inverse cognition with cognitive radar has led to the development of inverse stochastic filters that are employed by the target to infer the information the cognitive radar may have learned. Prior works addressed this…

Optimization and Control · Mathematics 2024-04-22 Himali Singh , Kumar Vijay Mishra , Arpan Chattopadhyay

Building upon the theory of Kalman Filtering on Lie Groups, this paper describes an Extended Kalman Filter and Smoother for Loosely Coupled Integration of GNSS/INS tailored for post-processing applications. The approach employs a dynamic…

Robotics · Computer Science 2022-10-07 Marcos R. Fernandes , Giorgio M. Magalhães , Yusef Cáceres , João B. R. do Val

In this paper, we focus on developing an Invariant Extended Kalman Filter (IEKF) for extended pose estimation for a noisy system with state equality constraints. We treat those constraints as noise-free pseudo-measurements. To this aim, we…

Systems and Control · Electrical Eng. & Systems 2024-04-17 Sven Goffin , Silvère Bonnabel , Olivier Brüls , Pierre Sacré

This paper focuses on designing a consistent and efficient filter for map-based visual-inertial localization. First, we propose a new Lie group with its algebra, based on which a novel invariant extended Kalman filter (invariant EKF) is…

Robotics · Computer Science 2022-04-27 Zhuqing Zhang , Yang Song , Shoudong Huang , Rong Xiong , Yue Wang

This work presents a centralized multi-IMU filter framework with online intrinsic and extrinsic calibration for unsynchronized inertial measurement units that is robust against changes in calibration parameters. The novel EKF-based method…

Robotics · Computer Science 2024-01-05 Jacob Hartzer , Srikanth Saripalli

Maintaining consistent uncertainty estimates in localization systems is crucial as the perceived uncertainty commonly affects high-level system components, such as control or decision processes. A method for constructing an…

Robotics · Computer Science 2024-08-20 Chuan Huang , Gustaf Hendeby , Isaac Skog

This paper investigates the orientation, position, and linear velocity estimation problem of a rigid-body moving in three-dimensional (3D) space with six degrees-of-freedom (6 DoF). The highly nonlinear navigation kinematics are formulated…

Robotics · Computer Science 2024-12-05 Khashayar Ghanizadegan , Hashim A. Hashim