Geometric Symmetry Reduction of the Unobservable Subspace for Kalman Filtering

11 Jan 2019 Shen Xuefeng Leok Melvin

In this article, we consider the implications of unobservable subspaces in the construction of a Kalman filter. In particular, we consider dynamical systems which are invariant with respect to a group action, and which are therefore unobservable in the group direction... (read more)

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