On the Convergence of the Extended Kalman Filter on Stiefel Manifolds when Observing a Constant Particle with Measurement Errors
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | , , |
|---|---|
| Format: | Preprint |
| Publié: |
2025
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
| _version_ | 1866915597173915648 |
|---|---|
| author | Figueras, Jordi-Lluís Persson, Aron Viitasaari, Lauri |
| author_facet | Figueras, Jordi-Lluís Persson, Aron Viitasaari, Lauri |
| contents | In this paper we first introduce the setting of filtering on Stiefel manifolds. Then, assuming the underlying system process is constant, the convergence of the extended Kalman filter with Stiefel manifold-valued observations is proved. This corresponds to the case where one has measurement errors that needs to be filtered. Finally, some simulations are presented for a selected few Stiefel manifolds and the speed of convergence is studied. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_02680 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | On the Convergence of the Extended Kalman Filter on Stiefel Manifolds when Observing a Constant Particle with Measurement Errors Figueras, Jordi-Lluís Persson, Aron Viitasaari, Lauri Statistics Theory Differential Geometry Applications 62R30 (Primary), 53Z30 (Secondary) In this paper we first introduce the setting of filtering on Stiefel manifolds. Then, assuming the underlying system process is constant, the convergence of the extended Kalman filter with Stiefel manifold-valued observations is proved. This corresponds to the case where one has measurement errors that needs to be filtered. Finally, some simulations are presented for a selected few Stiefel manifolds and the speed of convergence is studied. |
| title | On the Convergence of the Extended Kalman Filter on Stiefel Manifolds when Observing a Constant Particle with Measurement Errors |
| topic | Statistics Theory Differential Geometry Applications 62R30 (Primary), 53Z30 (Secondary) |
| url | https://arxiv.org/abs/2511.02680 |