Geometry-Consistent Bayesian Filtering under Structural Model Uncertainty: A Geometric Projection Particle Filter

Abstract

Nonlinear state estimation under structural model uncertainty remains a fundamental challenge in autonomous Guidance, Navigation, and Control (GNC) systems. Conventional Bayesian filtering separates state propagation from measurement correction, allowing model mismatch to accumulate during propagation, resulting in proposal--likelihood inconsistency, particle degeneracy, and degraded estimation accuracy. Existing approaches primarily improve proposal distributions or weighting strategies without explicitly incorporating measurement geometry into state propagation. This paper introduces a geometry-consistent Bayesian filtering framework that incorporates measurement geometry directly into the propagation process. The nominal drift is projected onto the measurement-consistent subspace, yielding a geometry-consistent proposal while preserving the Bayesian posterior through a rigorous change-of-measure formulation. A Geometric Projection Particle Filter (GPF) is developed together with a geometric co-state that quantifies instantaneous dynamics--measurement inconsistency. Theoretical analysis establishes existence and uniqueness of the projected dynamics, posterior preservation, standard Monte Carlo convergence of the particle approximation, and robustness under structural model uncertainty. The framework is validated using lunar descent navigation under partial observability and persistent model uncertainty. Compared with the bootstrap particle filter and conventional Gaussian filtering methods, GPF consistently achieves higher effective sample size and lower estimation error. These results demonstrate that geometry-consistent propagation provides a principled, computationally efficient, and theoretically grounded framework for robust nonlinear Bayesian filtering.