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Definition of "extended Kalman filter" |
state estimation method based on linearization (see the definition) of nonlinear system and measurement equations about the current state estimate. The forms of both the filter gain and estimation error covariance equations are similar to those in the Kalman filter (see the definition). However, due to the linearization about the current state estimate, both equations are dependent on the current state estimate and cannot be calculated off-line. |
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