Directional Statistics and Filtering Using libDirectional
This provides a tool for researchers and practitioners in fields like robotics or signal processing needing directional data analysis, but it is incremental as it packages existing methods into a library.
The authors tackled the problem of directional statistics and estimation by developing libDirectional, a MATLAB library that supports various distributions on manifolds like the unit circle and hypersphere, and includes recursive filtering algorithms for estimation on these manifolds.
In this paper, we present libDirectional, a MATLAB library for directional statistics and directional estimation. It supports a variety of commonly used distributions on the unit circle, such as the von Mises, wrapped normal, and wrapped Cauchy distributions. Furthermore, various distributions on higher-dimensional manifolds such as the unit hypersphere and the hypertorus are available. Based on these distributions, several recursive filtering algorithms in libDirectional allow estimation on these manifolds. The functionality is implemented in a clear, well-documented, and object-oriented structure that is both easy to use and easy to extend.