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Not all systems of differential equations can be represented using the linear state-space formulation. For such problems, a universally applicable system description must be found. With this generalized description, the “classical Kalman filter” can be extended to form an “Extended Kalman Filter.”

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Nonlinear Kalman Filters

  • 章节

  • 发表日期：

    2026年

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  • Sebastian Dingler,
  • Reiner Marchthaler

摘要

Not all systems of differential equations can be represented using the linear state-space formulation. For such problems, a universally applicable system description must be found. With this generalized description, the “classical Kalman filter” can be extended to form an “Extended Kalman Filter.”