Signal estimation | Nonlinear filters

Extended Kalman filter

In estimation theory, the extended Kalman filter (EKF) is the nonlinear version of the Kalman filter which linearizes about an estimate of the current mean and covariance. In the case of well defined transition models, the EKF has been considered the de facto standard in the theory of nonlinear state estimation, navigation systems and GPS. (Wikipedia).

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From playlist Understanding Kalman Filters

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From playlist SPECIAL TOPICS 1 - THE KALMAN FILTER

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From playlist Understanding Kalman Filters

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From playlist SPECIAL TOPICS 1 - THE KALMAN FILTER

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