  This paper investigates the use of depth images as localisation sensors for
3D map building. The localisation information is derived from the 3D data
thanks to the ICP (Iterative Closest Point) algorithm. The covariance of the
ICP, and thus of the localization error, is analysed, and described by a Fisher
Information Matrix. It is advocated this error can be much reduced if the data
is fused with measurements from other motion sensors, or even with prior
knowledge on the motion. The data fusion is performed by a recently introduced
specific extended Kalman filter, the so-called Invariant EKF, and is directly
based on the estimated covariance of the ICP. The resulting filter is very
natural, and is proved to possess strong properties. Experiments with a Kinect
sensor and a three-axis gyroscope prove clear improvement in the accuracy of
the localization, and thus in the accuracy of the built 3D map.
