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On the Convergence of the Extended Kalman Filter on Stiefel Manifolds when Observing a Constant Particle with Measurement Errors
Jordi-Lluís Figueras, Aron Persson, Lauri Viitasaari
In this paper we first introduce the setting of filtering on Stiefel manifolds. Then, assuming the underlying system process is constant, the convergence of the extended Kalman fil…
Autoregressive Processes on Stiefel and Grassmann Manifolds
Jordi-Lluís Figueras, Aron Persson
System identification methods for autoregressive processes on Stiefel and Grassmann manifolds are presented and studied. We model the system parameters as elements of the orthogona…
On parameter estimation for based on projected data into
Jordi-Lluís Figueras, Aron Persson, Lauri Viitasaari
We consider the projected normal distribution, with isotropic variance, on the 2-sphere using intrinsic statistics. We show that in this case, the expectation commutes with the pro…