For the local Gaussian approximation, \(P\approx H_{\rm total}^{-1}\); take marginal covariance blocks after solving the full system. Priors are already included in \(H_{\rm total}\). See the derivation and implementation limits.
Key equations
Warm-up, from memory
General joint objective
One current-state implementation
Explain the idea
Explain the idea: one scan
Put LiDAR and IMU measurements on a consistent time interval and in consistent frames. Use the IMU to predict motion, associate LiDAR points with map geometry, and combine their residuals with priors using justified uncertainty weights. Iterate the state update when the problem is nonlinear, then check whether the measurements constrained the answer. Carry an appropriate uncertainty summary forward and add the scan to the map only when its pose is trusted. The exact state, solver, gates, and feedback rules depend on the estimator.