WRAP: Wasserstein-Robust Adaptive Plug-in for Robot Localization

Abstract

Robotic localization under changing sensing conditions can suffer from biased errors and miscalibrated covariances. We present WRAP, an adapter-agnostic Wasserstein-robust plug-in for nonlinear extended Kalman filter (EKF) and error-state Kalman filter (ESKF) stacks. A causal module supplies time-varying effective process and measurement statistics; a mean-preserving Wasserstein local update then computes least-favorable covariances and a robust gain without changing the propagation model, residual, or retraction. This separates mean adaptation from covariance robustification and uses distinct radii for propagation and sensing. On 18 UWB--IMU sequences held out from adapter training, adapter-only and WRAP reduce mean 3-D position RMSE by $19.8\%$ and $27.4\%$ relative to the nominal ESKF; an isotropic ablation reaches $19.5\%$, linking the incremental gain to directional process-covariance redistribution. An in-sample GNSS--INS study shows that mean adaptation provides most of the accuracy gain, while DR improves consistency and mitigates over-tightened classical covariance estimates. The robust solve takes 0.05 ms for UWB and 2.92 ms for GNSS on a Jetson Orin Nano.