Recursive posterior Cramér-Rao lower bound on Lie groups

DOI10.1016/j.automatica.2023.111422OpenAlexW4388888488MaRDI QIDQ6152542

Clément Chahbazian, Bénédicte Winter-Bonnet, Karim Dahia, C. Musso, Aurélien Blanc, Nicolas Merlinge

Publication date: 13 February 2024

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2023.111422

zbMATH Keywords

navigationLie groupsfilteringCramér-Rao lower bound

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Cites Work

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• From intrinsic optimization to iterated extended Kalman filtering on Lie groups
• Stochastic models, information theory, and Lie groups. II: Analytic methods and modern applications
• An Intrinsic Cramér-Rao Bound on Lie Groups
• On Intrinsic Cramér-Rao Bounds for Riemannian Submanifolds and Quotient Manifolds
• Feedback Particle Filter on Riemannian Manifolds and Matrix Lie Groups
• Non-Linear Symmetry-Preserving Observers on Lie Groups
• The Baker-Campbell-Hausdorff formula and the convergence of the Magnus expansion
• The Invariant Extended Kalman Filter as a Stable Observer
• Covariance, subspace, and intrinsic Crame/spl acute/r-Rao bounds

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