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The Invariant Extended Kalman Filter as a Stable Observer
IEEE Transactions on Automatic Control
We analyze the convergence aspects of the invariant extended Kalman filter (IEKF), when the latter is used as a deterministic non-linear observer on Lie groups, for continuoustime systems with discrete observations. One of the main features of invariant observers for left-invariant systems on Lie groups is that the estimation error is autonomous. In this paper we first generalize this result by characterizing the (much broader) class of systems for which this property holds. Then, we leveragedoi:10.1109/tac.2016.2594085 fatcat:kapf6soqxnay7n7vmfha3dd6jq