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This chapter mainly discusses the principles and algorithms of Extended Kalman Filters (EKF). Before starting the topic, it is necessary to review the basic Kalman Filter (KF) algorithm. The Kalman filter, which is put forward in a milestone article Kalman (1960) more than half a century ago, is probably the most popular way of instantiating the methodology of recursive estimation. It has been broadly applied in engineering activities (Grewal and Andrews 2000; Auger et al. 2013).

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Extended Kalman Filter

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  • 发表日期：

    2025年

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  • Ming Lei

摘要

This chapter mainly discusses the principles and algorithms of Extended Kalman Filters (EKF). Before starting the topic, it is necessary to review the basic Kalman Filter (KF) algorithm. The Kalman filter, which is put forward in a milestone article Kalman (1960) more than half a century ago, is probably the most popular way of instantiating the methodology of recursive estimation. It has been broadly applied in engineering activities (Grewal and Andrews 2000; Auger et al. 2013).