Geometric Symmetry Reduction of the Unobservable Subspace for Kalman Filtering

Abstract: In this article, we consider the implications of unobservable subspaces in the construction of a Kalman filter. In particular, we consider dynamical systems which are invariant with respect to a group action, and which are therefore unobservable in the group direction. We obtain reduced propagation and measurement equations that are invariant with respect to the group action, and we decompose the state space into unobservable and observable parts. Based on the decomposition, we propose a reduced Bayesian inference method, which exhibits superior accuracy for orientation and position estimation, and that is more robust to large measurement noise.