Alternate Derivation of Geometric Extended Kalman Filter by MEKF Approach
This is an incremental derivation for attitude estimation in control or navigation systems.
The paper derived the measurement update of the geometric extended Kalman filter using the multiplicative extended Kalman filtering approach, resulting in the geometric multiplicative extended Kalman filter, and demonstrated its equivalence to the geometric extended Kalman filter.
This note is devoted to deriving the measurement update of the geometric extended Kalman filter using the multiplicative extended Kalman filtering approach, resulting in the attitude estimator referred as geometric multiplicative extended Kalman filter. The equivalence of the derived geometric multiplicative extended Kalman filter and geometric extended Kalman filter is also demonstrated in this note.