MF-IEKF: A Multiplicative Federated Invariant Extended Kalman Filter for INS/GNSS

The integration of an inertial navigation system (INS) with the Global Navigation Satellite System (GNSS) is crucial for suppressing the error drift of the INS. However, traditional fusion methods based on the extended Kalman filter (EKF) suffer from geometric inconsistency, leading to biased estimates—a problem markedly exacerbated under large initial misalignment angles. The invariant extended Kalman filter (IEKF) embeds the state in the Lie group SE₂(3) to establish a more consistent framework, yet two limitations remain. First, its standard update fails to synergize complementary error information within the left-invariant formulation, capping estimation accuracy. Second, velocity and position states converge slowly under extreme misalignment. To address these issues, a multiplicative federated IEKF (MF-IEKF) was proposed. A geometrically consistent state propagation model on SE₂(3) is derived from multiplicative IMU pre-integration. Two parallel, mutually inverse left-invariant error sub-filters (ML₁-IEKF and ML₂-IEKF) cooperate to improve overall accuracy. For large-misalignment scenarios, a short-term multiplicative right-invariant sub-filter is introduced to suppress initial position and velocity errors. Extensive Monte Carlo simulations and KITTI dataset experiments show that MF-IEKF achieves higher navigation accuracy and robustness than ML₁-IEKF.