标题： 在观测具有测量误差的常数粒子时扩展卡尔曼滤波在Stiefel流形上的收敛性 显示英文标题

标题： On the Convergence of the Extended Kalman Filter on Stiefel Manifolds when Observing a Constant Particle with Measurement Errors

摘要： 在本文中，我们首先介绍在Stiefel流形上的滤波设置。 然后，假设底层系统过程是常数，证明了带有Stiefel流形值观测的扩展卡尔曼滤波的收敛性。 这对应于存在需要过滤的测量误差的情况。 最后，针对一些选定的Stiefel流形进行了仿真，并研究了收敛速度。 显示英文摘要

摘要： 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.