This paper conveys attitude and rate estimation without rate sensors by performing a critical comparison, validated by extensive simulations. The two dominant approaches to facilitate attitude estimation are based on stochastic and set-membership reasoning. The first one mostly utilizes the commonly known Gaussian-approximate filters, namely the EKF and UKF. Although more conservative, the latter seems to be more promising as it considers the inherent geometric characteristics of the underline compact state space and accounts—from first principles—for large model errors. The set-theoretic approach from a control point of view is addressed, and it is shown that it can overcome reported deficiencies of the Bayesian architectures related to this problem, leading to coordinate-free optimal filters. Lastly, as an example, a modified predictive filter is derived on the tangent bundle of the special orthogonal group (Formula presented.).