Continuous‐time Kalman filtering on the orthogonal group <i>O(n)</i>
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Bibliographic record
Abstract
Summary This paper presents a continuous‐time O ( n )‐constrained Kalman‐like filter. O ( n ) is the group of n × n orthonormal matrices. The O ( n )‐constrained Kalman‐like filter is derived by posing a constrained optimization problem. The solution involves a projection of the unconstrained Kalman state estimate derivative onto the tangent space of O ( n ). Using this filter, an extended O ( n )‐constrained Kalman‐like filter is developed for nonlinear systems where a portion of the states evolve on O ( n ). A numerical example demonstrates the effectiveness of the extended O ( n )‐constrained Kalman‐like filter. Copyright © 2017 John Wiley & Sons, Ltd.
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| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.001 | 0.000 |
| Open science | 0.002 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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