Fast and Consistent Covariance Recovery for Sliding-Window Optimization-Based VINS

In this paper, we introduce a novel and effi- cient technique for consistent covariance recovery in nonlinear optimization-based Visual-Inertial Navigation Systems (VINS). Estimating uncertainty in real-time is crucial for evaluating system performance and enhancing downstream operations such as data association. However accessing the marginal covariance of the state variables of interest in optimization- based VINS presents a significant challenge – a computational bottleneck due to the need to invert the high-dimensional information (Hessian) matrix. In our recent work [1], the First- Estimates Jacobian (FEJ) methodology was used to properly fix state linearization points in the optimization-based VINS, which seems counter-intuitive but improves the estimation performance in both consistency and accuracy. Capitalizing on this unique aspect of the FEJ strategy, in this work we carefully design the covariance recovery algorithm to improve efficiency by avoiding redundant computation. Remarkably, our approach achieves a computational speed that is 4-10 times faster than the existing methods. Through comprehensive numerical eval- uations across four state-of-the-art marginalization archetypes, we not only affirm the consistency of our covariance estimates but underscore its superior computational efficiency.