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The extended Kalman filter (EKF) is both the historical algorithm for multi-sensor fusion and still state of the art in numerous industrial applications. However, it may prove inconsistent in the presence of unobservability under a group of transformations. In this paper, we first build an alternative EKF based on an alternative nonlinear state error. This EKF is intimately related to the theory o...

Exploiting Symmetries to Design EKFs With Consistency Properties for Navigation and SLAM