A Code for Unscented Kalman Filtering on Manifolds (UKF-M)
Martin Brossard,Axel Barrau,Silvère Bonnabel,Martin Brossard,Axel Barrau,Silvère Bonnabel
The present paper introduces a novel methodology for Unscented Kalman Filtering (UKF) on manifolds that extends previous work by the authors on UKF on Lie groups. Beyond filtering performance, the main interests of the approach are its versatility, as the method applies to numerous state estimation problems, and its simplicity of implementation for practitioners not being necessarily familiar with...
