Extended Kalman Filtering on Stiefel Manifolds

Published 4 Nov 2025 in stat.AP, math.DG, and stat.CO | (2511.02682v1)

Abstract: 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.

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