extended Kalman filter

E457842

The extended Kalman filter is a state estimation algorithm that generalizes the Kalman filter to nonlinear systems by linearizing about the current estimate, widely used in robotics and control for tracking and localization.

All labels observed (2)

Label Occurrences
extended Kalman filter canonical 3
Extended Kalman filter 1

How this entity was disambiguated

Statements (49)

Predicate Object
instanceOf Bayesian filter ⓘ
nonlinear state estimation algorithm ⓘ
recursive estimator ⓘ
approximates nonlinear system by local linear model ⓘ
assumes Gaussian noise ⓘ
known measurement model ⓘ
known process model ⓘ
basedOn Kalman filter ⓘ
canDivergeIf initialization is poor ⓘ
linearization is poor ⓘ
comparedTo particle filter ⓘ
unscented Kalman filter ⓘ
computes Kalman gain ⓘ
generalizes Kalman filter ⓘ
handles nonlinear dynamical systems ⓘ
nonlinear measurement models ⓘ
isApproximationOf optimal Bayesian filter ⓘ
isTaughtIn control engineering courses ⓘ
estimation and filtering courses ⓘ
robotics courses ⓘ
isTypicallyImplementedAs discrete-time algorithm ⓘ
isUsedFor attitude estimation ⓘ
localization ⓘ
navigation ⓘ
tracking ⓘ
isUsedIn aerospace navigation ⓘ
autonomous vehicles ⓘ
control systems ⓘ
robotics ⓘ
sensor fusion ⓘ
isUsedWith GPS sensors ⓘ
camera sensors ⓘ
inertial measurement units ⓘ
lidar sensors ⓘ
radar sensors ⓘ
linearizesAround current state estimate ⓘ
maintains error covariance matrix ⓘ
state estimate ⓘ
originatedIn control theory ⓘ
estimation theory ⓘ
performs prediction step ⓘ
update step ⓘ
requires measurement function ⓘ
measurement noise covariance ⓘ
process noise covariance ⓘ
system dynamics model ⓘ
uses Jacobian matrices ⓘ
first-order Taylor expansion ⓘ
linearization ⓘ

How these facts were elicited

Referenced by (4)

Full triples — surface form annotated when it differs from this entity's canonical label.

Probabilistic Robotics → topic → extended Kalman filter ⓘ
subject linked to: book "Probabilistic Robotics"
Markov localization → relatedTo → Extended Kalman filter ⓘ
linked to: extended Kalman filter
unscented Kalman filter → comparedTo → extended Kalman filter ⓘ
unscented Kalman filter → relatedTo → extended Kalman filter ⓘ