Equivariant Filter Design for Acoustic and Depth Aided Inertial Navigation Systems
Authors: Arihant Lunawat, Pieter van Goor, Frank Dellaert, Stefan B. Williams
Abstract
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.
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.
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.