no code implementations • 16 Apr 2024 • Sven Goffin, Silvère Bonnabel, Olivier Brüls, Pierre Sacré
We relate the constraints to group-theoretic properties and study the behavior of the IEKF in the presence of such noise-free measurements.
no code implementations • 16 Apr 2024 • Sven Goffin, Axel Barrau, Silvère Bonnabel, Olivier Brüls, Pierre Sacré
In this paper, we introduce the Iterated Invariant Extended Kalman Filter (IIEKF), which is an invariant extended Kalman filter (IEKF) where the updated state in the light of the latest measurement is defined as a maximum a posteriori (MAP) estimate.