On the Existence of Linear Observed Systems on Manifolds with Connection
Changwu Liu, Yuan Shen
TL;DR
This work generalizes the concept of linear observed systems from Euclidean spaces and Lie groups to dynamics on arbitrary smooth manifolds endowed with an affine connection ${\nabla}$. It formalizes two complementary properties—exact linearization with state-independent Jacobians and preintegration—and proves their equivalence under the manifold-connection framework; curvature constraints, such as ${\mathcal{R}}=0$ or ${\nabla}{\mathcal{R}}=0$, become necessary conditions for existence. A key result shows that the flat Cartan connection recovers the Lie-group characterization of linear observed systems, thus linking the new theory to known group-affine observer results. An explicit non-Lie-group example on $S^2$ demonstrates the applicability of the framework to curved state spaces, while discussions clarify metric compatibility and the broader implications for invariant filtering in navigation and robotics. Overall, the paper provides a rigorous geometric foundation for designing linear-like observers on curved manifolds with practical implications for GNSS/IMU-based estimation and related navigation problems.”
Abstract
Linear observed systems on manifolds are a special class of nonlinear systems whose state spaces are smooth manifolds but possess properties similar to linear systems. Such properties can be characterized by preintegration and exact linearization with Jacobians independent of the linearization point. Non-biased IMU dynamics in navigation can be constructed into linear observed settings, leading to invariant filters with guaranteed behaviors such as local convergence and consistency. In this letter, we establish linear observed property for systems evolving on a smooth manifold through the connection structure endowed upon this space. Our key findings are the existence of linear observed systems on manifolds poses constraints on the curvature of the state space, beyond requiring the dynamics to be compatible with some connection-preserving transformations. Specifically, the flat connection case reproduces the characterization of linear observed systems on Lie groups, showing our theory is a true generalization.
