Filtering Algorithms for the State Space Models on the Stiefel Manifold
Compute the squared Frobenius distance between two matrices.
Filtering algorithm for the type one model.
Filtering algorithm for the type two model.
Sample from the matrix Langevin-Bingham on the Stiefel manifold.
Sample from the uniform distribution on the Stiefel manifold.
Sample from the vector Langevin-Bingham on the Stiefel manifold.
Simulate from the type one state-space Model on Stiefel manifold.
Simulate from the type two state-space Model on Stiefel manifold.
SMFilter: a package implementing the filtering algorithms for the stat...
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Provides the filtering algorithms for the state space models on the Stiefel manifold as well as the corresponding sampling algorithms for uniform, vector Langevin-Bingham and matrix Langevin-Bingham distributions on the Stiefel manifold.