Continuous-Discrete von Mises-Fisher Filtering on S2 for Reference Vector Tracking
This paper is concerned with tracking of reference vectors in the continuous-discrete-time setting. For this end, an Itô stochastic differential equation, using the gyroscope as input, is formulated that explicitly accounts for the geometry of the problem. The filtering problem is solved by restricting the prediction and filtering distributions to the von Mises-Fisher class, resulting in ordinary
