Title: On wrapping the Kalman filter and estimating with the SO(2) group,
Abstract: This paper analyzes directional tracking in 2D with the extended Kalman
filter on Lie groups (LG-EKF). The study stems from the problem of tracking
objects moving in 2D Euclidean space, with the observer measuring direction
only, thus rendering the measurement space and object position on the
circle---a non-Euclidean geometry. The problem is further inconvenienced if we
need to include higher-order dynamics in the state space, like angular velocity
which is a Euclidean variables. The LG-EKF offers a solution to this issue by
modeling the state space as a Lie group or combination thereof, e.g., SO(2) or
its combinations with Rn. In the present paper, we first derive the LG-EKF on
SO(2) and subsequently show that this derivation, based on the mathematically
grounded framework of filtering on Lie groups, yields the same result as
heuristically wrapping the angular variable within the EKF framework. This
result applies only to the SO(2) and SO(2)xRn LG-EKFs and is not intended to be
extended to other Lie groups or combinations thereof. In the end, we showcase
the SO(2)xR2 LG-EKF, as an example of a constant angular acceleration model, on
the problem of speaker tracking with a microphone array for which real-world
experiments are conducted and accuracy is evaluated with ground truth data
obtained by a motion capture system.