Extended Kalman Filtering on Stiefel Manifolds

Fuente: arXiv
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Autori principali: Figueras, Jordi-Lluís, Persson, Aron, Viitasaari, Lauri
Natura: Preprint
Pubblicazione: 2025
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author Figueras, Jordi-Lluís
Persson, Aron
Viitasaari, Lauri
author_facet Figueras, Jordi-Lluís
Persson, Aron
Viitasaari, Lauri
contents A generalisation of the extended Kalman filter for Stiefel manifold-valued measurements is presented. We provide simulations on the 2-sphere and the space of orthogonal 4-by-2 matrices which show significant improvement of the Extended Kalman Filter compared to only relying on raw measurements.
format Preprint
id arxiv_https___arxiv_org_abs_2511_02682
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Extended Kalman Filtering on Stiefel Manifolds
Figueras, Jordi-Lluís
Persson, Aron
Viitasaari, Lauri
Applications
Differential Geometry
Computation
62R30 (Primary), 53Z30 (Secondary)
A generalisation of the extended Kalman filter for Stiefel manifold-valued measurements is presented. We provide simulations on the 2-sphere and the space of orthogonal 4-by-2 matrices which show significant improvement of the Extended Kalman Filter compared to only relying on raw measurements.
title Extended Kalman Filtering on Stiefel Manifolds
topic Applications
Differential Geometry
Computation
62R30 (Primary), 53Z30 (Secondary)
url https://arxiv.org/abs/2511.02682