Iterated Invariant EKF for 3D Landmark-Aided Inertial Navigation

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.

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.

This paper presents the iterative equivariant filter (IterEqF). The iterative extended Kalman filter (IterEKF) replaces the standard EKF correction step with an iterative correction step that is the Gauss-Newton solution to a nonlinear weighted least squares problem. The standard equivariant filter (EqF) exploits and respects the underlying symmetry of state estimation problems posed on homogeneous spaces and Lie groups. The motivation behind the IterEqF is to combine the features of both the IterEKF and the EqF, thus leading to a high-performance state estimation solution that is well suited to navigation problems. This paper derives the iteration procedure for the IterEqF update step and shows how the intrinsic nonlinearity of the approach naturally results in a `reset' of the filter's covariance into new coordinates. Monte-Carlo simulations of range-based localisation for a mobile robot demonstrate the improvement in performance relative to a standard EqF, especially during the transient convergence.