Equivariant Filtering

Geometric filters have recently been introduced to improve the accuracy and consistency of inertial-based integrated navigation systems. Error states were defined through specific group operations, introducing state correlations in error definition, which were lacked in the additive error used by a conventional indirect Kalman filter. The desirable consistent filtering models can be obtained based on specific geometric errors. For zero-velocity measurements expressed in the reference frame, this paper derives left-error process and measurement models from invariant filtering, two-frame-group filtering, and equivariant filtering. Importantly, a new group operation is introduced for the left tangent-group equivariant error. The analysis shows that the two-frame-group invariant extended Kalman filter (TFG-IEKF) and the tangent-group equivariant filter (TG-EqF) do not offer a significant consistency advantage over the invariant extended Kalman filter (IEKF). Experiments with an INS/ZUPT measurement system show that, under small initial attitude errors, the conventional indirect extended Kalman filter (EKF) achieves loop-closure position errors below $0.1\%$ of the traveled distance, while the three geometric filters achieve comparable positioning accuracy.

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.

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.

Image tracking is the problem of estimating the transformation that relates a moving image of a scene to an original reference image. The problem is important in control of autonomous vehicles or robots, where the image encodes information about the motion of the camera or environment, as well as in pure computer vision applications. In this paper, we present an equivariant filter design for high performance tracking of planar image transformations using an event camera. The design exploits the Asynchronous Event Blob (AEB) tracker (Wang et al., 2024) to extract feature-position measurements from the raw event stream, and an equivariant filter to compute an affine image translation and rotation using the special Euclidean group symmetry. The equivariant filter incorporates an equivalent-measurement update step that de-correlates the (highly temporally correlated) feature-position measurements provided by the AEB tracker. We evaluate the design experimentally using two datasets involving general and fast rotational motion. We benchmark results against direct optimisation (estimating the relative transformation from the raw blob tracks), and a covariance intersection approach for overcoming data correlation. Our design provides smooth image tracking for features moving up to 7000 pixels per second on the image plane.

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.

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 an equivariant filter (EqF) transformation approach for visual--inertial navigation. By establishing analytical links between EqFs with different symmetries, the proposed approach enables systematic consistency design and efficient implementation. First, we formalize the mapping from the global system state to the local error-state and prove that it induces a nonsingular linear transformation between the error-states of any two EqFs. Second, we derive transformation laws for the associated linearized error-state systems and unobservable subspaces. These results yield a general consistency design principle: for any unobservable system, a consistent EqF with a state-independent unobservable subspace can be synthesized by transforming the local coordinate chart, thereby avoiding ad hoc symmetry analysis. Third, to mitigate the computational burden arising from the non-block-diagonal Jacobians required for consistency, we propose two efficient implementation strategies. These strategies exploit the Jacobians of a simpler EqF with block-diagonal structure to accelerate covariance operations while preserving consistency. Extensive Monte Carlo simulations and real-world experiments validate the proposed approach in terms of both accuracy and runtime.

Robots and autonomous vehicles rely on accurate estimates of their position, velocity, and orientation. Inertial sensors measure motion at high rates, but errors accumulate as these measurements are integrated. Satellite navigation, cameras, and other sensors help limit this drift. Combining these sources effectively requires estimation methods that account for the geometry of the navigation state. This tutorial presents a unified introduction to aided inertial navigation from a Lie-group perspective. It connects motion prediction, uncertainty propagation, and measurement updates within a common geometric framework. Particular attention is given to invariant filtering, which uses system symmetries to simplify the description and evolution of estimation errors. The tutorial explains how choices of state and error representations shape the filter equations. It connects theoretical principles with formulas suitable for implementation and discusses recent extensions addressing convergence and sensor biases. By organizing established and emerging methods around their shared geometric foundations, the presentation provides students, researchers, and engineers with a basis for understanding, implementing, and extending navigation algorithms.