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math.OC2023★ 1 cited
Speeding up backpropagation of gradients through the Kalman filter via closed-form expressions
Colin Parellier, Axel Barrau, Silvere Bonnabel
In this paper we provide novel closed-form expressions enabling differentiation of any scalar function of the Kalman filter's outputs with respect to all its tuning parameters and…
math.OC2015
An intrinsic Cramér-Rao bound on SO(3) for (dynamic) attitude filtering
Silvère Bonnabel, Axel Barrau
In this note an intrinsic version of the Cramér-Rao bound on estimation accuracy is established on the Special Orthogonal group . It is intrinsic in the sense that it does n…