Extended Kalman filter for nonlinear state estimation, basic theory outline
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YouTubeModeling, Identification, Control (A. Sala)
Extended Kalman filter for nonlinear state estimation, basic theory outline
This video outlines some theoretical considerations that give rise to the "extended Kalman filter." Such a filter is the generalization of the Kalman filter for linear time-invariant systems to nonlinear systems, based on the time-varying linearization around the estimated state trajectory. A quick recap on the non-stationary Kalman filter ...
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