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Extended Kalman Filtering on Stiefel Manifolds
Published: November 4, 2025 |
arXiv ID: 2511.02682v1
By: Jordi-Lluís Figueras, Aron Persson, Lauri Viitasaari
Potential Business Impact:
Improves how computers track moving things.
Business Areas:
Indoor Positioning
Navigation and Mapping
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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