Kalman filters can be formulated on any manifold with an affine connection, unifying the Lie-group and Riemannian approaches.
Second-Order- Optimal Filter on Lie Groups for Planar Rigid Bodies,
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A geometric perspective of state estimation using Kalman filters
Kalman filters can be formulated on any manifold with an affine connection, unifying the Lie-group and Riemannian approaches.