Abstract
The extended Kalman filter (EKF) is the most popular estimation algorithm in practical applications. It is based on a linear approximation to the Kalman filter theory. There are thousands of variations of the basic EKF design, which are intended to mitigate the effects of nonlinearities, non-Gaussian errors, ill-conditioning of the covariance matrix and uncertainty in the parameters of the problem.
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Daum, F.E. (2021). Extended Kalman Filters. In: Baillieul, J., Samad, T. (eds) Encyclopedia of Systems and Control. Springer, Cham. https://doi.org/10.1007/978-3-030-44184-5_62
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DOI: https://doi.org/10.1007/978-3-030-44184-5_62
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