Recursive posterior Cramér-Rao lower bound on Lie groups

DOI10.1016/J.AUTOMATICA.2023.111422MaRDI QIDQ6152542zbMATH OpenOpenAlexFDO

Authors Clément Chahbazian, Karim Dahia, Nicolas Merlinge, Bénédicte Winter-Bonnet, Aurélien Blanc, C. Musso

Publication date 13 February 2024

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2023.111422

zbMATH Keywords

Cramér-Rao lower boundfilteringLie groupsnavigation

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

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Cites work

• An intrinsic Cramér-Rao bound on Lie groups
• Covariance, subspace, and intrinsic Crame/spl acute/r-Rao bounds
• Feedback Particle Filter on Riemannian Manifolds and Matrix Lie Groups
• From intrinsic optimization to iterated extended Kalman filtering on Lie groups
• scientific article; zbMATH DE number 2061746 (Why is no real title available?)
• scientific article; zbMATH DE number 3220189 (Why is no real title available?)
• Mathematical methods of statistics.
• Non-Linear Symmetry-Preserving Observers on Lie Groups
• On Intrinsic Cramér-Rao Bounds for Riemannian Submanifolds and Quotient Manifolds
• Principles of GNSS, inertial, and multisensor integrated navigation systems. With DVD
• Stochastic models, information theory, and Lie groups. II: Analytic methods and modern applications
• The Baker-Campbell-Hausdorff formula and the convergence of the Magnus expansion
• The Invariant Extended Kalman Filter as a Stable Observer

Cited in

(1)

• Sequential parallel Metropolis-adjusted Langevin algorithm on matrix Lie groups

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