We address the computational challenges of large-scale geospatial mapping with Gaussian process (GP) regression by performing localized computations rather than processing the entire map simultaneously. Traditional approaches to GP regression often involve computational and storage costs that either scale with the number of measurements, or with the spatial extent of the mapped area, limiting their scalability for real-time applications. Our method places a global grid of finite-support basis functions and restricts computations to a local subset of the grid 1) surrounding the measurement when the map is updated, and 2) surrounding the query point when the map is queried. This localized approach ensures that only the relevant area is updated or queried at each timestep, significantly reducing computational complexity while maintaining accuracy. Unlike many existing methods, which suffer from boundary effects or increased computational costs with mapped area, our localized approach avoids discontinuities and ensures that computational costs remain manageable regardless of map size. This approximation to GP mapping provides high accuracy with limited computational budget for the specialized task of performing fast online map updates and fast online queries of large-scale geospatial maps. It is therefore a suitable approximation for use in real-time applications where such properties are desirable, such as real-time simultaneous localization and mapping (SLAM) in large, nonlinear geospatial fields. We show on experimental data with magnetic field measurements that our algorithm is faster and equally accurate compared to existing methods, both for recursive magnetic field mapping and for magnetic field SLAM.

The Hilbert–space Gaussian Process (hgp) approach offers a hyperparameter-independent basis function approximation for speeding up Gaussian Process (gp) inference by projecting the gp onto M basis functions. These properties result in a favorable data-independent O(M³) computational complexity during hyperparameter optimization but require a dominating one-time precomputation of the precision matrix costing O(NM²) operations. In this paper, we lower this dominating computational complexity to O(N M) with no additional approximations. We can do this because we realize that the precision matrix can be split into a sum of Hankel–Toeplitz matrices, each having O(M) unique entries. Based on this realization we propose computing only these unique entries at O(NM) costs. Further, we develop two theorems that prescribe sufficient conditions for the complexity reduction to hold generally for a wide range of other approximate gp models, such as the Variational Fourier Feature (vff) approach. The two theorems do this with no assumptions on the data and no additional approximations of the gp models themselves. Thus, our contribution provides a pure speed-up of several existing, widely used, gp approximations, without further approximations.

Accurately estimating the positions of multi-agent systems in indoor environments is challenging due to the lack of Global Navigation Satelite System (GNSS) signals. Noisy measurements of position and orientation can cause the integrated position estimate to drift without bound. Previous research has proposed using magnetic field simultaneous localization and mapping (SLAM) to compensate for position drift in a single agent. Here, we propose two novel algorithms that allow multiple agents to apply magnetic field SLAM using their own and other agents' measurements.Our first algorithm is a centralized approach that uses all measurements collected by all agents in a single extended Kalman filter. This algorithm simultaneously estimates the agents' position and orientation and the magnetic field norm in a central unit that can communicate with all agents at all times. In cases where a central unit is not available, and there are communication drop-outs between agents, our second algorithm is a distributed approach that can be employed.We tested both algorithms by estimating the position of magnetometers carried by three people in an optical motion capture lab with simulated odometry and simulated communication dropouts between agents. We show that both algorithms are able to compensate for drift in a case where single-agent SLAM is not. We also discuss the conditions for the estimate from our distributed algorithm to converge to the estimate from the centralized algorithm, both theoretically and experimentally. Our experiments show that, for a communication drop-out rate of 80%, our proposed distributed algorithm, on average, provides a more accurate position estimate than single-agent SLAM. Finally, we demonstrate the drift-compensating abilities of our centralized algorithm on a real-life pedestrian localization problem with multiple agents moving inside a building.