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Correcting SLAM drift error using GPS measurements

I'm trying to figure out how to correct drift errors introduced by a SLAM method using GPS measurements, I have two point sets in euclidian 3d space taken at fixed moments in time:

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The red dataset is introduced by GPS and contains no drift errors, while blue dataset is based on SLAM algorithm, it drifts over time.

The idea is that SLAM is accurate on short distances but eventually drifts, while GPS is accurate on long distances and inaccurate on short ones. So I would like to figure out how to fuse SLAM data with GPS in such way that will take best accuracy of both measurements. At least how to approach this problem?

Since your GPS looks like it is very locally biased, I'm assuming it is low-cost and doesn't use any correction techniques, eg that it is not differential. As you probably are aware, GPS errors are not Gaussian. The guys in this paper show that a good way to model GPS noise is as v+eps where v is a locally constant "bias" vector (it is usually constant for a few metters, and then changes more or less smoothly or abruptly) and eps is Gaussian noise.

Given this information, one option would be to use Kalman-based fusion, eg you add the GPS noise and bias to the state vector, and define your transition equations appropriately and proceed as you would with an ordinary EKF. Note that if we ignore the prediction step of the Kalman, this is roughly equivalent to minimizing an error function of the form

   measurement_constraints + some_weight * GPS_constraints 

and that gives you a more straigh-forward, second option. For example, if your SLAM is visual, you can just use the sum of squared reprojection errors ( ie the bundle adjustment error) as the measurment constraints, and define your GPS constraints as ||x- x_{gps}|| where the x are 2d or 3d GPS positions (you might want to ignore the altitude with low-cost GPS).

If your SLAM is visual and feature-point based (you didn't really say what type of SLAM you were using so I assume the most widespread type), then fusion with any of the methods above can lead to "inlier loss". You make a sudden, violent correction, and augment the reprojection errors. This means that you lose inliers in SLAM's tracking. So you have to re-triangulate points, and so on. Plus, note that even though the paper I linked to above presents a model of the GPS errors, it is not a very accurate model, and assuming that the distribution of GPS errors is unimodal (necessary for the EKF) seems a bit adventurous to me.

So, I think a good option is to use barrier-term optimization. Basically, the idea is this: since you don't really know how to model GPS errors, assume that you have more confidance in SLAM locally, and minimize a function S(x) that captures the quality of your SLAM reconstruction. Note x_opt the minimizer of S . Then, fuse with GPS data as long as it does not deteriorate S(x_opt) more than a given threshold. Mathematically, you'd want to minimize

some_coef/(thresh - S(X))  + ||x-x_{gps}||

and you'd initialize the minimization with x_opt . A good choice for S is the bundle adjustment error, since by not degrading it, you prevent inlier loss. There are other choices of S in the litterature, but they are usually meant to reduce computational time and add little in terms of accuracy.

This, unlike the EKF, does not have a nice probabilistic interpretation, but produces very nice results in practice (I have used it for fusion with other things than GPS too, and it works well). You can for example see this excellent paper that explains how to implement this thoroughly, how to set the threshold, etc.

Hope this helps. Please don't hesitate to tell me if you find inaccuracies/errors in my answer.

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