Filtering from observations on Stiefel manifolds
We propose a general algorithm to estimate angular velocity for incomplete datasets. A particle filter implementation is given with validation on real data. The proposed approach is based on a global linearization of a manifold-valued signal named the anti-development signal. A interpolation scheme (theorem) is provided for data sampled on the rotation group.
stiefel manifold particle filtering interpolation rotation group stochastic process angular velocity estimation partial observation