Extended Kalman Filter

GPTKB entity

Statements (53)
Predicate Object
gptkbp:instanceOf gptkb:algorithm
state estimation method
gptkbp:alternativeTo gptkb:Unscented_Kalman_Filter
Particle Filter
gptkbp:appliesTo gptkb:navigation
gptkb:signal_processing
control systems
robotics
gptkbp:assumes Gaussian noise
Markov chain
differentiable models
gptkbp:basedOn gptkb:Kalman_Filter
gptkbp:category recursive filter
Bayesian filter
gptkbp:developedBy 1960s
gptkbp:field gptkb:navigation
gptkb:signal_processing
control theory
robotics
gptkbp:form gptkb:probability_theory
partial differential equations
linear algebra
matrix calculus
https://www.w3.org/2000/01/rdf-schema#label Extended Kalman Filter
gptkbp:input nonlinear measurement model
nonlinear process model
gptkbp:limitation approximation errors
divergence in highly nonlinear systems
gptkbp:output error covariance
state estimate
gptkbp:relatedTo gptkb:Kalman_Filter
gptkb:Ensemble_Kalman_Filter
gptkb:Unscented_Kalman_Filter
Particle Filter
gptkbp:requires Jacobian matrix
gptkbp:step prediction
update
linearization
covariance update
state correction
gptkbp:usedFor gptkb:SLAM
autonomous vehicles
attitude estimation
sensor fusion
target tracking
econometrics
aerospace applications
mobile robotics
GPS navigation
gptkbp:usedIn nonlinear systems
gptkbp:uses linearization
gptkbp:bfsParent gptkb:EKF-SLAM
gptkbp:bfsLayer 7