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.
Read more about Extended Kalman Filter: History, Formulation, Higher-order Extended Kalman Filters, Non-additive Noise Formulation and Equations, Continuous-time Extended Kalman Filter, Discrete-time Extended Kalman Filter, Disadvantages of The Extended Kalman Filter, Robust Extended Kalman Filters, Unscented Kalman Filters, Invariant Extended Kalman Filter, See Also
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“I have been accustomed to make excursions to the ponds within ten miles of Concord, but latterly I have extended my excursions to the seashore.”
—Henry David Thoreau (1817–1862)