Algorithm 2: Event based KF, Differential case

Input : uk,zk,xk−1,Pk−1,LGM

Output: x̂k,Pk

Data: A, B and H from model (5), Qk,Rk,ANXT,Qx

Initialization: x0,P0

for current time k do

Prediction Step KF:

x̂k = Ax̂k−1+Buk−1

Pk = APk−1AT+Qk

Correction Step KF:

$K_k=P_k{H}_k^T{(H_k{P}_k{H}_k^T+R_k)}^{-1}$

x̂k = x̂k+Kk[zk−Hx̂k]

Pk = (I−Kk Hk)Pk

Pose estimation using (2)

Covariance propagation using (14)

3 − σ ellipsoid area Aellip using (12)

RA = Aellip/ANXT

if RA > RA,lim then

Global Correction Step:

(same as Algorithm 4)

end

end