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Unscented Kalman Filters for Riemannian State-Space Systems

Unscented Kalman Filters for Riemannian State-Space Systems

Unscented Kalman Filters (UKFs) have become popular in the research community. Most UKFs work only with Euclidean systems, but in many scenarios it is advantageous to consider systems with state-variables taking values on Riemannian manifolds. However, we can still find some gaps in the literature's theory of UKFs for Riemannian …