Gaussian Process Gauss-Newton for non-parametric simultaneous localization and mapping

In this paper, we present Gaussian Process Gauss-Newton (GPGN), an algorithm for non-parametric, continuous-time, nonlinear, batch state estimation. This work adapts the methods of Gaussian process (GP) regression to address the problem of batch simultaneous localization and mapping (SLAM) by using the Gauss-Newton optimization method. In particular, we formulate the estimation problem with a continuous-time state model, along with the more conventional discrete-time measurements. Two derivations are presented in this paper, reflecting both the weight-space and function-space approaches from the GP regression literature. Validation is conducted through simulations and a hardware experiment, which utilizes the well-understood problem of two-dimensional SLAM as an illustrative example. The performance is compared with the traditional discrete-time batch Gauss-Newton approach, and we also show that GPGN can be employed to estimate motion with only range/bearing measurements of landmarks (i.e. no odometry), even when there are not enough measurements to constrain the pose at a given timestep.