4 papers
Geometric Milstein Scheme for Stochastic Differential Equations on SO(n) and SE(n)
Xi Wang, Victor Solo
In the paper, we propose a higher-order geometry-preserving numerical method for stochastic differential equations (SDEs) evolving on the Lie groups SO(n) and SE(n). Most existing…
Tangent Space Parametrization for Stochastic Differential Equations on SO(n)
Xi Wang, Victor Solo
In this paper, we study the numerical simulation of stochastic differential equations (SDEs) on the special orthogonal Lie group . We propose a geometry-preserving nu…
Geometry-preserving Numerical Scheme for Riemannian Stochastic Differential Equations
Xi Wang, Victor Solo
Stochastic differential equations (SDEs) on Riemannian manifolds have numerous applications in system identification and control. However, geometry-preserving numerical methods for…
Stochastic Kinematic Optimal Control on SO(3)
Xi Wang, Xiaoyi Wang, Victor Solo
In this paper, we develop a novel method for deriving a global optimal control strategy for stochastic attitude kinematics on the special orthogonal group SO(3). We first introduce…