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Many applications in science and engineering involve tracking the state of a stochastic differential equation (SDE) evolving in a Lie group. This has been tackled by particle filtering although some existing schemes fail to satisfy geometric constraints.
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Lie Group State Estimation Via Optimal Transport
Many applications in science and engineering involve tracking the state of a stochastic differential equation (SDE) evolving in a Lie group. This has been tackled by particle filtering although some existing schemes fail to satisfy geometric constraints.