{"ID":2846282,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2511.02680","arxiv_id":"2511.02680","title":"On the Convergence of the Extended Kalman Filter on Stiefel Manifolds when Observing a Constant Particle with Measurement Errors","abstract":"In this paper we first introduce the setting of filtering on Stiefel manifolds. Then, assuming the underlying system process is constant, the convergence of the extended Kalman filter with Stiefel manifold-valued observations is proved. This corresponds to the case where one has measurement errors that needs to be filtered. Finally, some simulations are presented for a selected few Stiefel manifolds and the speed of convergence is studied.","short_abstract":"In this paper we first introduce the setting of filtering on Stiefel manifolds. Then, assuming the underlying system process is constant, the convergence of the extended Kalman filter with Stiefel manifold-valued observations is proved. This corresponds to the case where one has measurement errors that needs to be filt...","url_abs":"https://arxiv.org/abs/2511.02680","url_pdf":"https://arxiv.org/pdf/2511.02680v1","authors":"[\"Jordi-Lluís Figueras\",\"Aron Persson\",\"Lauri Viitasaari\"]","published":"2025-11-04T16:04:59Z","proceeding":"math.ST","tasks":"[\"math.ST\",\"math.DG\",\"stat.AP\"]","methods":"[]","has_code":false}