Attitude Estimation with Feedback Particle Filter
  This paper presents theory, application, and comparisons of the feedback particle filter (FPF) algorithm for the problem of attitude estimation. The paper builds upon our recent work on the exact FPF solution of the continuous-time nonlinear filtering problem on compact Lie groups. In this paper, the details of the FPF algorithm are presented for the problem of attitude estimation - a nonlinear filtering problem on SO(3). The quaternions are employed for computational purposes. The algorithm requires a numerical solution of the filter gain function, and two methods are applied for this purpose. Comparisons are also provided between the FPF and some popular algorithms for attitude estimation on SO(3), including the invariant EKF, the multiplicative EKF, and the unscented Kalman filter. Simulation results are presented that help illustrate the comparisons. 
Chi Zhang, Amirhossein Taghvaei and Prashant G. Mehta
math.OC