Title: Directional Statistics and Filtering Using libDirectional,
Abstract: 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.