Extended Kalman Filtering on Stiefel Manifolds
Applications
2025-11-05 v1 Differential Geometry
Computation
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.
Keywords
Cite
@article{arxiv.2511.02682,
title = {Extended Kalman Filtering on Stiefel Manifolds},
author = {Jordi-Lluís Figueras and Aron Persson and Lauri Viitasaari},
journal= {arXiv preprint arXiv:2511.02682},
year = {2025}
}