Closed-loop vs. Open-loop Kalman Filter Architectures in Airborne Aided Inertial Navigation

Global navigation systems require state estimation algorithms that handle Earth's curvature, Earth's rotation, and gravitational variations. These factors can typically be neglected in local navigation algorithms for robots, drones, etc. In classical error-state Kalman Filtering (ESKF) the error state dynamics are trajectory-dependent. Invariant ESKFs utilize Lie Group symmetries to represent the error, which can render error propagation trajectory-independent for group-affine systems. Choosing between a standard filter (where position and velocity errors are defined additively in the navigation frame), a left-invariant filter (where errors are represented in the body frame) and a right-invariant filter (where errors are represented in the navigation/world frame) depends on system dynamics and sensor configuration. This note presents the mathematical formulas for four classical and invariant ESKFs for globally applicable aided inertial navigation systems. It is intended to serve as a systematic reference for comparison and implementation.

We propose a robust Extended Kalman Filter (EKF) architecture for land navigation using an array of hundreds of low-cost micro-electromechanical systems (MEMS) inertial sensors. The main challenges in this setting are bursty sensor-specific bias errors, bias drift, and the need to aggregate many inertial measurements without increasing the computational burden of the navigation filter. To address these challenges, we introduce Robust Inertial Sensor Array Fusion (RISAF), a pre-filtering framework that combines dynamic percentile gating with real-time bias tracking before the EKF prediction step. The proposed aggregation suppresses anomalous sensor readings and compensates for individual sensor drift while preserving the vehicle-level kinematic signal. Because the resulting fused inertial measurements are passed to a standard EKF, the navigation filter retains a minimal state vector and supports real-time execution. We evaluate RISAF through extensive simulations and real-world field tests in GNSS-denied environments, with the data provided as supplementary material. Compared with a baseline that averages the sensor readings, RISAF achieves substantially improved azimuth accuracy and reduced drift accumulation. These results demonstrate that robust fusion of large MEMS inertial arrays can bridge a substantial part of the gap between cost-effective hardware and tactical-grade inertial navigation performance.

Many Inertial Navigation Systems (INS) use Global Navigation Satellite System (GNSS) position as the primary measurement to drive filter performance and bound error growth. However, commercial-grade GNSS receivers introduce unknown measurement delays ranging from 50 ms to 300 ms depending on sensor quality and operating mode. Such time delays can significantly degrade INS performance unless they are explicitly compensated for. Existing algorithms commonly estimate this delay offline, run the filter concurrently with GNSS measurements using buffered Inertial Measurement Unit (IMU) data, and predict the current state by forward-integrating buffered inertial measurements via IMU preintegration. The state-of-the-art online method is an Extended Kalman Filter (EKF) that explicitly models the time delay as a state parameter, which defines the preintegration duration. This paper introduces a novel geometric framework for modeling time-delayed INS, in which Galilean symmetry is leveraged to provide a joint representation of space and time for consistent state estimation. An Equivariant Filter (EqF) is derived for the coupled estimation of navigation states and time delay. Validation is performed on two fixed-wing Uncrewed Aerial Vehicles (UAV) with GNSS time lags of 90 ms and 120 ms. The test flights last two to three minutes. Simulations further investigate delays up to 500 ms and provide a statistical comparison against the state-of-the-art EKF. Results show that the EqF preserves accuracy and consistency, while the EKF lacks consistency and its performance degrades significantly with increasing measurement delays.