Invariant extended Kalman filter

An invariant extended Kalman filter is a type of filter used to estimate the states of a system. A system is something that follows certain rules and is made up of different parts. The states of a system describe the current condition of the system, like the position, speed, or temperature. The filter uses data about the system and the rules that describe the system to figure out the states of the system. The filter then uses the states to make predictions about how the system might change over time. The "extended" part of the filter means that it can estimate the states of a system with uncertain or changing parameters. The "invariant" part means that the filter works even when the system moves or changes orientation, so it can track a moving object or system.