Filtering from observations on Stiefel manifolds

Jérémie Boulanger, Salem Said, Nicolas Le Bihan, Jonathan H. Manton

Abstract: Highlights•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.