Continuous-Discrete Extended Kalman Filter on Matrix Lie Groups Using Concentrated Gaussian Distributions.
Guillaume BourmaudRémi MégretMarc ArnaudonAudrey GiremusPublished in: J. Math. Imaging Vis. (2015)
Keyphrases
- lie group
- gaussian distribution
- covariance matrices
- extended kalman filter
- kalman filter
- maximum likelihood
- kalman filtering
- gaussian mixture model
- infinite dimensional
- particle filter
- vector field
- riemannian manifolds
- parameter space
- covariance matrix
- mean shift
- geometric structure
- finite dimensional
- kl divergence
- vector space
- euclidean space
- expectation maximization