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This paper proposes a nonlinear stochastic complementary filter design for inertial navigation that takes advantage of a fusion of Ultra-wideband (UWB) and Inertial Measurement Unit (IMU) technology ensuring semi-global uniform ultimate boundedness (SGUUB) of the closed loop error signals in mean square. The proposed filter estimates the vehicle&#x2019;s orientation, position, linear velocity, and noise covariance. The filter is designed to mimic the nonlinear navigation motion kinematics and is posed on a matrix Lie Group, the extended form of the Special Euclidean Group    $\mathbb {SE}_{2}\left ({3}\right)$   . The Lie Group based structure of the proposed filter provides unique and global representation avoiding singularity (a common shortcoming of Euler angles) as well as non-uniqueness (a common limitation of unit-quaternion). Unlike Kalman-type filters, the proposed filter successfully addresses IMU measurement noise considering unknown upper-bounded covariance. Although the navigation estimator is proposed in a continuous form, the discrete version is also presented. Moreover, the unit-quaternion implementation has been provided in the Appendix. Experimental validation performed using a publicly available real-world six-degrees-of-freedom (6 DoF) flight dataset obtained from an unmanned Micro Aerial Vehicle (MAV) illustrating the robustness of the proposed navigation technique.

UWB Ranging and IMU Data Fusion: Overview and Nonlinear Stochastic Filter for Inertial Navigation