The accurate navigation of autonomous underwater vehicles critically depends on the precision of Doppler velocity log (DVL) velocity measurements. Recent advancements in deep learning have demonstrated significant potential in improving DVL outputs by leveraging spatiotemporal dependencies across multiple sensor modalities. However, integrating these estimates into model-based filters, such as the extended Kalman filter, introduces statistical inconsistencies, most notably, cross-correlations between process and measurement noise. This paper addresses this challenge by proposing a cross-correlation-aware deep INS/DVL fusion framework. Building upon BeamsNet, a convolutional neural network designed to estimate AUV velocity using DVL and inertial data, we integrate its output into a navigation filter that explicitly accounts for the cross-correlation induced between the noise sources. This approach improves filter consistency and better reflects the underlying sensor error structure. Evaluated on two real-world underwater trajectories, the proposed method outperforms both least squares and cross-correlation-neglecting approaches in terms of state uncertainty. Notably, improvements exceed 10% in velocity and misalignment angle confidence metrics. Beyond demonstrating empirical performance, this framework provides a theoretically principled mechanism for embedding deep learning outputs within stochastic filters.
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