Comments (2)
Hi Stephan, thanks for writing.
You should look at the literature around "invariant Kalman filter" and similar, by Barrau and Bonnabel, to get the theoretical insights you are looking for. Global errors seem to behave better than local errors in terms of consistency. Barrau and Bonnabel works explain why and how. It-s a little theoretical but very much related to Lie theory so it should be doable.
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Thanks, Joan, for your fast reply! -- Indeed, I already started to study the work on "invariant" filtering. I appreciate the work and understand the practical implications. I was wondering if this work can be "generalized" but probably not. It is up to me to analyze each use case. --- In particular, I am wondering what to do in case of "mixed" measurements, e.g. "absolute position measurements" from GNSS sensor and "relative pose measurements" from a camera. Again, it is probably up to me to do the math.
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