Invariant extended Kalman filter on matrix Lie groups

DOI10.1016/j.automatica.2020.108812zbMath1441.93314arXiv1912.12580OpenAlexW3001055672WikidataQ115360079 ScholiaQ115360079MaRDI QIDQ2174001

Karmvir Singh Phogat, Dong Eui Chang

Publication date: 17 April 2020

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.12580

zbMATH Keywords

Lie groupsextended Kalman filterdifferential Riccati equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Applications of Lie groups to the sciences; explicit representations (22E70) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (1)

Extended invariant-EKF designs for state and additive disturbance estimation

Cites Work

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• Multilinear algebra. 2nd ed
• Continuous-discrete extended Kalman filter on matrix Lie groups using concentrated Gaussian distributions
• Spacecraft attitude control using explicit model predictive control
• Second-Order-Optimal Minimum-Energy Filters on Lie Groups
• Intrinsic Filtering on Lie Groups With Applications to Attitude Estimation
• Continuous‐time Kalman filtering on the orthogonal group O(n)
• The Invariant Extended Kalman Filter as a Stable Observer

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