feat: add bias-aware GPS IMU fusion EKF - #1426
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Validation update: the EKF regression suite covers biased GPS/IMU innovations, Joseph-form covariance updates, and gating of rejected measurements. The implementation keeps the error-state covariance positive semidefinite while preserving the existing API. Focused tests and static checks pass. @AtsushiSakai please review when convenient. |
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Reference issue
Closes #603.
What does this implement/fix?
Adds a self-contained 2D GPS/IMU fusion example based on a bias-aware extended Kalman filter. The state estimates position, velocity, yaw, two accelerometer-bias terms, and gyroscope bias. Body-frame accelerations are rotated into the world frame, and bias random walks are included in the process covariance. GPS updates use a Joseph-form covariance update and an optional Mahalanobis innovation gate so isolated position outliers do not destabilize the estimate.
The existing CTRV example fuses velocity/yaw-rate observations but does not model raw accelerometer bias. This example complements it without changing existing APIs.
Additional information
python -m pytest tests -l -Werror --durations=0(143 passed) on Python 3.12 with the repository dependency versions; Ruff and Black checks pass.CheckList