Derivations of Error-State Kalman Filter Kinematics for Globally Applicable Aided Inertial Navigation Systems

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.

Autonomous Underwater Vehicles (AUVs) navigating without GPS typically fuse inertial measurements with acoustic Doppler Velocity Log (DVL) velocities and pressure-derived depth. Posing the navigation state on a Lie group improves accuracy and consistency. However, state-of-the-art filters based on the Invariant Extended Kalman Filter (IEKF) append the Inertial Measurement Unit (IMU) biases as a Euclidean extension, which breaks the group-affine structure required for exact log-linear error dynamics, causing the reported covariance to degrade alongside the estimate. We apply the Tangent-Group (TG) symmetry, which carries the biases within the geometry of the state space, to derive an Equivariant Filter (EqF) for this system, leaving zero linearization error in the navigation states and second-order error only in the biases. We develop an equivariant output model for the DVL, whose update incurs only third-order linearization error, together with a direct pressure output. Monte Carlo simulations benchmark the TG-EqF against a Two-Frame-Group IEKF and a Multiplicative EKF. The TG-EqF reduces error by 18--25% against both alternatives in each of attitude, velocity, and position. The main benefit is in the covariance it estimates: its Average Normalized Estimation Error Squared (ANEES) stays closer to its nominal value of one than that of the others. Offline analysis on AUV field data corroborates the findings of the simulations, demonstrating reduced position drift.

Radar-Inertial Odometry (RIO) based on the Extended Kalman Filter (EKF) relies on accurate extrinsic calibration between the radar and the Inertial Measurement Unit (IMU) and is sensitive to disturbances, as large linearization errors can degrade performance or even cause divergence. To address these limitations, this letter proposes an Equivariant Filter (EqF) for RIO based on a Lie group symmetry that geometrically couples navigation states and IMU biases, extending it to incorporate radar-IMU extrinsic calibration and multi-state constraint updates. This equivariant formulation inherently preserves consistency and enhances robustness, enabling reliable state estimation even under poor or completely wrong initialization of calibration states. Real-world experiments on two different Uncrewed Aerial Vehicles (UAVs) show that the proposed EqF-RIO achieves state-of-the-art accuracy under correct extrinsic calibration and offers improved convergence under large calibration errors, where the conventional EKF-RIO fails. Evaluation code is open-sourced.