Consistent Covariance Pre-Integration for Invariant Filters with Delayed Measurements

Eren Allak,Alessandro Fornasier,Stephan Weiss,Eren Allak,Alessandro Fornasier,Stephan Weiss

Sensor fusion systems merging (multiple) delayed sensor signals through a statistical approach are challenging setups, particularly for resource constrained platforms. For statistical consistency, one would be required to keep an appropriate history, apply the correcting signal at the given time stamp in the past, and re-apply all information received until the present time. This re-calculation be...