A. Persson

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math.ST2025

On the Convergence of the Extended Kalman Filter on Stiefel Manifolds when Observing a Constant Particle with Measurement Errors

Jordi-LluÃs 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…

math.ST2025

Autoregressive Processes on Stiefel and Grassmann Manifolds

Jordi-LluÃs Figueras, Aron Persson

System identification of autoregressive processes on Stiefel and Grassmann manifolds are presented and studied. We define the system parameters as elements in the orthogonal group…

math.ST2024

On parameter estimation for $N (I^¼, I ¨ ^{2} I_{3})$ based on projected data into $S^{2}$

Jordi-LluÃs 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…

On the Convergence of the Extended Kalman Filter on Stiefel Manifolds when Observing a Constant Particle with Measurement Errors

Autoregressive Processes on Stiefel and Grassmann Manifolds

On parameter estimation for N(I^¼,I¨2I3​) based on projected data into S2

On parameter estimation for $N (I^¼, I ¨ ^{2} I_{3})$ based on projected data into $S^{2}$