Equivariant Filter (EqF): A General Filter Design for Systems on Homogeneous Spaces

The kinematics of many mechanical systems encountered in robotics and other fields, such as single-bearing attitude estimation and SLAM, are naturally posed on homogeneous spaces: That is, their state lies in a smooth manifold equipped with a transitive Lie-group symmetry. This paper shows that any system posed in a homogeneous space can be extended to a larger system that is equivariant under a symmetry action. The equivariant structure of the system is exploited to propose a novel new filter, the Equivariant Filter (EqF), based on linearisation of global error dynamics derived from the symmetry action. The EqF is applied to an example of estimating the positions of stationary landmarks relative to a moving monocular camera that is intractable for previously proposed symmetry based filter design methodologies.