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. == History == The papers establishing the mathematical foundations of Kalman type filters were published between 1959 and 1961.
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. == History == The papers establishing the mathematical foundations of Kalman type filters were published between 1959 and 1961.
Source: Wikipedia "Extended Kalman filter" · CC BY-SA 4.0
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