Directional Statistics and Filtering Using libDirectional
Computation
2019-05-15 v1 Machine Learning
Systems and Control
Abstract
In this paper, we present libDirectional, a MATLAB library for directional statistics and directional estimation. It supports a variety of commonly used distributions on the unit circle, such as the von Mises, wrapped normal, and wrapped Cauchy distributions. Furthermore, various distributions on higher-dimensional manifolds such as the unit hypersphere and the hypertorus are available. Based on these distributions, several recursive filtering algorithms in libDirectional allow estimation on these manifolds. The functionality is implemented in a clear, well-documented, and object-oriented structure that is both easy to use and easy to extend.
Cite
@article{arxiv.1712.09718,
title = {Directional Statistics and Filtering Using libDirectional},
author = {Gerhard Kurz and Igor Gilitschenski and Florian Pfaff and Lukas Drude and Uwe D. Hanebeck and Reinhold Haeb-Umbach and Roland Y. Siegwart},
journal= {arXiv preprint arXiv:1712.09718},
year = {2019}
}
Comments
Version accepted for Publication in the Journal of Statistical Software