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- W4384811570 abstract "The extended Kalman filter (EKF) is a common state estimation method for discrete nonlinear systems. It recursively executes the propagation step as time goes by and the update step when a set of measurements arrives. In the update step, the EKF linearizes the measurement function only once. In contrast, the iterated EKF (IEKF) refines the state in the update step by iteratively solving a least squares problem. The IEKF has been extended to work with state variables on manifolds which have differentiable $boxplus$ and $boxminus$ operators, including Lie groups. However, existing descriptions are often long, deep, and even with errors. This note provides a quick reference for the IEKF on manifolds, using freshman-level matrix calculus. Besides the bare-bone equations, we highlight the key steps in deriving them." @default.
- W4384811570 created "2023-07-20" @default.
- W4384811570 creator A5031388075 @default.
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- W4384811570 date "2023-07-18" @default.
- W4384811570 modified "2023-10-06" @default.
- W4384811570 title "A Quick Guide for the Iterated Extended Kalman Filter on Manifolds" @default.
- W4384811570 doi "https://doi.org/10.48550/arxiv.2307.09237" @default.
- W4384811570 hasPublicationYear "2023" @default.
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