Information fusion in navigation systems via factor graph based incremental smoothing

This paper presents a new approach for high-rate information fusion in modern inertial navigation systems, that have a variety of sensors operating at different frequencies. Optimal information fusion corresponds to calculating the maximum a posteriori estimate over the joint probability distribution function (pdf) of all states, a computationally-expensive process in the general case. Our approach consists of two key components, which yields a exible, high-rate, near-optimal inertial navigation system. First, the joint pdf is represented using a graphical model, the factor graph, that fully exploits the system sparsity and provides a plug and play capability that easily accommodates the addition and removal of measurement sources. Second, an e cient incremental inference algorithm over the factor graph is applied, whose performance approaches the solution that would be obtained by a computationally-expensive batch optimization at a fraction of the computational cost. To further aid high-rate performance, we introduce an equivalent IMU factor based on a recently developed technique for IMU pre-integration, drastically reducing the number of states that must be added to the system. The proposed approach is experimentally validated using real IMU and imagery data that was recorded by a ground vehicle, and a statistical performance study is conducted in a simulated aerial scenario. A comparison to conventional xed-lag smoothing demonstrates that our method provides a considerably improved trade-o between computational complexity and performance.