Description: Description:This a tutorial on nonlinear extended Kalman filter (EKF).
It uses the standard EKF fomulation to achieve nonlinear state estimation.
Inside, it uses the complex step Jacobian to linearize the nonlinear dynamic system.
The linearized matrices are then used in the Kalman filter calculation.
The complex step differentiation seems improving the EKF performance particularly in accuracy
such that the optimization and NN training through the EKF are better than through the UKF
To Search:
File list (Check if you may need any files):
EKF\EKF_Figure.tif
...\EKF_Main.m
...\ekf.m
...\jaccsd.m
EKF
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