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Erlend Apneseth:
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https://open.spotify.com/track/6qptmhpk2RTzTeaJRe0rCE

Equivalence of Left- and Right-Invariant Extended Kalman Filters on Matrix Lie Groups
Finn G. Maurer, Erlend A. Basso, Henrik M. Schmidt-Didlaukies, Torleiv H. Bryne
https://arxiv.org/abs/2506.01514

Equivalence of Left- and Right-Invariant Extended Kalman Filters on Matrix Lie Groups
This paper derives the extended Kalman filter (EKF) for continuous-time systems on matrix Lie groups observed through discrete-time measurements. By modeling the system noise on the Lie algebra and adopting a Stratonovich interpretation for the stochastic differential equation (SDE), we ensure that solutions remain on the manifold. The derivation of the filter follows classical EKF principles, naturally integrating a necessary full-order covariance reset post-measurement update. A key contribut…