Iterated Invariant EKF for Quadruped Robot Odometry
Authors: Hilton Marques Souza Santana, João Carlos Virgolino Soares, Sven Goffin, Ylenia Nisticò, Silvère Bonnabel, Claudio Semini, Marco Antonio Meggiolaro
Abstract
Kalman filter-based algorithms are fundamental for mobile robots, as they provide a computationally efficient solution to the challenging problem of state estimation. However, they rely on two main assumptions that are difficult to satisfy in practice: (a) the system dynamics must be linear with Gaussian process noise, and (b) the measurement model must also be linear with Gaussian measurement noise. Previous works have extended assumption (a) to nonlinear spaces through the Invariant Extended Kalman Filter (IEKF), showing that it retains properties similar to those of the classical Kalman filter when the system dynamics are group-affine on a Lie group. More recently, the counterpart of assumption (b) for the same nonlinear setting was addressed in [1]. By means of the proposed Iterated Invariant Extended Kalman Filter (IterIEKF), the authors of that work demonstrated that the update step exhibits several compatibility properties of the classical linear Kalman filter. In this work, we introduce a novel open-source state estimation algorithm for legged robots based on the IterIEKF. The update step of the proposed filter relies solely on proprioceptive measurements, exploiting kinematic constraints on foot velocity during contact and base-frame velocity, making it inherently robust to environmental conditions. Through extensive numerical simulations and evaluation on real-world datasets, we demonstrate that the IterIEKF outperforms the vanilla IEKF, the SO(3)-based Kalman Filter, and its iterated variant in terms of both accuracy and consistency.
State estimation is a key component in model-based control of walking robots and, more broadly, applicable wherever hidden variables must be inferred. The Kalman filter is widely used to estimate floating-base position and velocity by fusing multiple sensing modalities. However, tuning noise parameters is challenging and typically requires expert knowledge. Moreover, fixed noise parameters are unsuitable for varying gaits and environments. We propose an online adaptation strategy for the process noise covariance matrix Q and the measurement noise covariance matrix R. Specifically, we introduce a filter residual and innovation-based covariance adaptation method for legged robot state estimation and evaluate it against a baseline approach relying on IMU and foot force measurements. The proposed adaptation is implemented within an Invariant Extended Kalman Filter (InEKF) fusing IMU and leg kinematics. Experiments on indoor and outdoor datasets with a Unitree Go2 quadruped show that adapting R is sufficient and improves accuracy by 25% for the trotting gait compared to the fixed-tuned InEKF. Finally, the proposed residual-based adaptation achieves comparable performance to the foot force approach, without requiring foot force measurements or additional parameter tuning.
Inertial navigation systems aided by three-dimensional landmark measurements constitute a fundamental problem in robotic perception and state estimation. Classical SO(3)-based Extended Kalman Filter (SO(3)-EKF) approaches provide practical solutions, but suffer from the false observability problem, in which the filter becomes overconfident in unobservable directions, leading to degraded estimation performance. The Invariant EKF (IEKF) addresses this limitation by reformulating the system dynamics as a group-affine system on a Lie group, although its measurement update does not fully satisfy certain state compatibility properties. More recently, the Iterated Invariant EKF (IterIEKF) was proposed to further improve the IEKF by ensuring, in the low-noise regime, that the estimated state remains on the observed state manifold while the uncertainty is confined to its tangent space. In this work, we formulate and apply the IterIEKF to landmark-based inertial 3D localization for the first time. Through numerical simulations, we show that the proposed approach outperforms the classical SO(3)-EKF, the Iterated SO(3)-EKF, and the IEKF in terms of both estimation accuracy and consistency.
Hilton Marques Souza Santana, João Carlos Virgolino Soares, Marco Antonio Meggiolaro
Accurate extended pose estimation (orientation, velocity, and position) for IMU-instrumented articulated rigid-body systems is a key challenge in robotics and human motion analysis. The invariant extended Kalman filter (IEKF) addresses this problem for a single rigid body with convergence guarantees and consistency under unobservability, but extending these properties to articulated systems is nontrivial: inter-body pose coupling prevents a direct application, and incorporating joint kinematic constraints within the invariant framework remains an open problem. To address this gap, we introduce the relative L-extended pose, a Lie group representation for kinematic-tree systems. With one IMU per body, it yields group-affine dynamics and allows joint constraints to be expressed in invariant form. We incorporate these constraints as noise-free pseudo-measurements within an iterated IEKF (IterIEKF), thereby preserving the convergence and consistency guarantees of invariant filtering. Validated on both a UR5e robot and a human leg, the proposed IterIEKF outperforms all EKF, IterEKF, and absolute-pose IterIEKF baselines. It converges faster, exhibits lower run-to-run variability, and consistently achieves the lowest RMSE, with reductions of at least 50% compared to the second-best filter across all scenarios considered in this work.