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High dimensional integrals are abundant in many fields of research including quantum physics. The aim of this paper is to develop efficient recursive strategies to tackle a class of high dimensional integrals having a special product…

Numerical Analysis · Mathematics 2021-07-28 Tobias Hartung , Karl Jansen , Frances Y. Kuo , Hernan Leövey , Dirk Nuyens , Ian H. Sloan

One of core advantages of the SE2(3) Lie group framework for navigation modeling lies in the autonomy of error propagation. Current research on Lie group based extended Kalman filters has demonstrated that error propagation autonomy holds…

Robotics · Computer Science 2026-01-23 Jiarui Cui , Maosong Wang , Wenqi Wu , Peiqi Li , Xianfei Pan

The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous application areas. It provides sequentially calculated estimates of the system…

Systems and Control · Computer Science 2016-10-26 S. Eichstädt , N. Makarava , C. Elster

Legged robots require knowledge of pose and velocity in order to maintain stability and execute walking paths. Current solutions either rely on vision data, which is susceptible to environmental and lighting conditions, or fusion of…

Robotics · Computer Science 2019-11-13 Ross Hartley , Maani Ghaffari , Ryan M. Eustice , Jessy W. Grizzle

This paper develops a robust extended Kalman filter to estimate the rotor angles and the rotor speeds of synchronous generators of a multimachine power system. Using a batch-mode regression form, the filter processes together predicted…

Systems and Control · Electrical Eng. & Systems 2021-04-06 Marcos Netto , Junbo Zhao , Lamine Mili

While many works exploiting an existing Lie group structure have been proposed for state estimation, in particular the Invariant Extended Kalman Filter (IEKF), few papers address the construction of a group structure that allows casting a…

Systems and Control · Electrical Eng. & Systems 2022-02-08 Axel Barrau , Silvere Bonnabel

Inertial measurement units are widely used in different fields to estimate the attitude. Many algorithms have been proposed to improve estimation performance. However, most of them still suffer from 1) inaccurate initial estimation, 2)…

Robotics · Computer Science 2021-07-28 Yujie Tang , Liang Hu , Qingrui Zhang , Wei Pan

This paper presents an algorithm to improve state estimation for legged robots. Among existing model-based state estimation methods for legged robots, the contact-aided invariant extended Kalman filter defines the state on a Lie group to…

Robotics · Computer Science 2026-01-29 Seokju Lee , Hyun-Bin Kim , Kyung-Soo Kim

Both constrained and unconstrained optimization problems regularly appear in recursive tracking problems engineers currently address -- however, constraints are rarely exploited for these applications. We define the Kalman Filter and…

Optimization and Control · Mathematics 2007-09-19 Nachi Gupta , Raphael Hauser

This dissertation is about The history of quaternions and their associated rotation groups as it relates to theoretical physics.

History and Philosophy of Physics · Physics 2015-04-21 Johannes C. Familton

Optimal decision-making under partial observability requires reasoning about the uncertainty of the environment's hidden state. However, most reinforcement learning architectures handle partial observability with sequence models that have…

Machine Learning · Computer Science 2025-02-20 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

This paper describes the passage of light through a system of waveplates mathematically in terms of quaternions, an extension of the complex numbers, instead of the more usual Jones vectors and Jones matrices. Both the light beam and the…

Signal Processing · Electrical Eng. & Systems 2026-03-27 Michael G. Taylor

Quaternion-valued differential equations (QDEs) is a new kind of differential equations which have many applications in physics and life sciences. The largest difference between QDEs and ODEs is the algebraic structure. On the…

Classical Analysis and ODEs · Mathematics 2017-09-08 Kit Ian Kou , Yong-Hui Xia

Filtering is concerned with online estimation of the state of a dynamical system from partial and noisy observations. In applications where the state is high dimensional, ensemble Kalman filters are often the method of choice. This paper…

Dynamical Systems · Mathematics 2024-12-20 Daniel Sanz-Alonso , Nathan Waniorek

The quaternion Fourier transform (QFT), a generalization of the classical 2D Fourier transform, plays an increasingly active role in particular signal and colour image processing. There tends to be an inordinate degree of interest placed on…

Classical Analysis and ODEs · Mathematics 2019-03-04 Dong Cheng , Kit Ian Kou

Quaternion symmetry is ubiquitous in the physical sciences. As such, much work has been afforded over the years to the development of efficient schemes to exploit this symmetry using real and complex linear algebra. Recent years have also…

Mathematical Software · Computer Science 2019-03-14 David Williams-Young , Xiaosong Li

Rotations in 3 dimensional space are equally described by the SU(2) and SO(3) groups. These isomorphic groups generate the same 3D kinematics using different algebraic structures of the unit quaternion. The Hopf Fibration is a projection…

General Physics · Physics 2021-12-08 Brian O'Sullivan

This paper presents theory for the Lagrange co-rotational (CR) formulation of finite elements in the geometrically nonlinear analysis of 3D structures. In this paper strains are assumed to be small while the magnitude of rotations from the…

Numerical Analysis · Mathematics 2013-04-29 Łukasz Kaczmarczyk , Tomasz Koziara , Chris J. Pearce

Square-root Kalman filters propagate state covariances in Cholesky-factor form for numerical stability, and are a natural target for gradient-based parameter learning in state-space models. Their core operation, triangularization of a…

Machine Learning · Statistics 2026-03-17 Adrien Corenflos

It is known that the groups of Euclidean rotations in dimension 3 (isometries of $S^2$), general Lorentz transformations in dimension 4 (Hyperbolic isometries in dimension 3), and screw motions in dimension 3 can be represented by the…

Rings and Algebras · Mathematics 2019-06-28 Gerardo Arizmendi , Marco Antonio Pérez-de la Rosa
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